Your instinct that it settles on a constant is right, and the way in is to count edges rather than clusters.
Each of the n points draws one segment to its nearest neighbour, so n segments are drawn. But some of them are drawn twice: whenever two points are mutually nearest neighbours, both draw the same segment.
So if there are k mutual pairs, the number of distinct edges is n − k.
Now, the clusters formed this way turn out to contain exactly one cycle each, and that cycle is always a mutual pair — a point cannot be nearest to a point that is nearest to a third, and so on, without the chain terminating in a mutual pair. So the number of clusters equals the number of mutual pairs, k.
Which gives you the answer in one line: average cluster size is n / k. Everything now depends on the fraction of points that are in a mutual pair.