I've got a handheld pendant that has a cable coming out the end of it, which we connectorize. When I buy it, it is all one part number (no part number for just the cable). Another example would be a prox sensor which has a cable molded onto it.
I haven't come up with a good strategy of handling parts like this in Solidworks Electrical.
The route I've been taking is having the pendant be a component, and making up a fake cable part named "pendant cable" or something like that, so that we don't end up ordering extras.
As the component is a single item, you might consider treating it as a single item, including the flying leads. In the schematic, this is easy enough to handle within a given symbol, then add the appropriate connectors on as either auxiliary parts in the component or as separate components (I'd take the former route). In SWE 3D, you might look to create the part such that the leads are included in the part itself. The ends of the leads would be where you apply the connection points when setting up the part for routing. This should give you what you are looking for as far as avoiding any BOM quantity issues.