There are all sorts of ways that mfgs. have come up with for securing shrouds to spreader ends, but one of the most common is just to lay the wire in the groove that you noticed and then to seize the wire to the spreader with stainless or monel seizing wire. There are usually a couple of small holes in the spreader for this purpose. If your rigging was loose and the seizing was old, it's likely the wire just broke.
Sometimes, there is a cap that goes over the shroud and screws to the end of the spreader to trap the shroud. Like I said, there are a variety of ways it's done.