They don’t really comment on anything about the hopelessness of Luke being gone and the joy of being alive. They also don’t comment on Snoke being dead, or Kylo being alive, or several other major plot points.

Like, they did not stop the First Order at all, or even give them a setback. There isn’t need to comment on it until they can regroup and start investigating it.

Not having the message at all feels… convenient. It’s just as unbelievable in the theatrical releases, but now as an audience we don’t have the evidence of his return that our heroes have (even if we do see Palpatine with Kylo). It’s such a strange plot point, to have a galaxy-wide message that forces the entire galaxy back into fearful submission, and on top of that not even include it into the films. As odd as it may be that people wait a bit to talk about the message onscreen, it’s more odd to not have the message at all.

Also, the doubt expressed at the beginning of Rise of Skywalker helps support the lack of them immediately talking about the message at the end of Last Jedi.