Welcome aboard!
In my limited experience carrying the Compact, there were no issues with the nail file catching on clothing. I believe this is due to the fact that the nail file surface is designed for fingernails only (i.e. not a metal file), so it isn’t terribly aggressive. Also, the rounded part of the hook and the corkscrew sticking out from the back of the knife may tend to limit clothing contact with the file.
With regard to gluing some sandpaper to the back of a plain hook, you could certainly try it and let us know how it goes, but I’m not sure I would recommend it. For one thing, your application (dimensions and location of sandpaper; location, amount, and type of glue) would have to be almost perfect in order not to interfere with the opening and closing of the hook or other tools. For another, I’m not sure how long the sandpaper would last; it might have to be replaced periodically.
Why doesn’t Victorinox make all hooks with the nail file, and do away with the plain hook? Only people making those decisions inside the company know for sure. We can only speculate. If I were to hazard a guess, it would be that the hook with nail file is more expensive to produce than the plain hook by a huge margin. If true, this might also help answer another question that comes up from time to time: Why is the Compact so expensive relative to models that seem similar (e.g. Spartan, Climber)?