It looks like all Moon lights come with a belt clip mount, as well as most other types of mount.
I’ve just lost a Smart Lunar R2 while using the belt clip, because the loop on my saddle bag was a bit baggy. I had been meaning to make it more secure for a while – but too late now!
I was going to replace it with the same light, but the price seems to have gone up a quite a lot since I bought it first time round.
The Lezyne Zecto Drive has a belt clip option and looks quite reasonable for a rechargeable light option.
Cateye do a belt clip attachment (Cateye C1) that can be used with almost all of their lights, so you could always get a Cateye & buy that clip at the same time (Wiggle do it for £1.99).