Actually, they heard the announcement that the martians had landed (framed as if it were a "real" news broadcast), but they didn't hear the next segment which happens weeks later in fictional time, because they were already out grabbing the "guns and groceries". Of course, that also means they missed the numerous announcements that the broadcast was a work of fiction.

Understandable, I guess.

OOG ALWAYS WONDER WHAT HAPPEN TO COUSIN THARG SINCE HE DISAPPEAR IN MOUNTAIN!!! OOG THINK THARG FREEZE TO DEATH OR EATEN BY MAMOUTH BUT NOW ANGRY TO LEARN THARG MURDERED!!!

OOG THINK CAVEMAN GROK BEHIND MURDER (SINCE OJ SIMPSON NOT ALIVE AT THAT TIME AND USE KNIFE INSTEAD OF ARROW), BUT OOG PROBABLY HAVE TO HIRE UNFROZEN CAVEMAN LAWYER CIRROC TO BE ABLE TO BRING REAL KILLER TO JUSTICE!!! OOG AVENGE DEAD COUSIN THARG!!!