Usually the CSD includes it in the annoucements (often multiple times) "Even if your bag is checked through to your final destination, you need to pick it up to clear US customs at your first port of entry into the States."

I suggest chalking it up as experience and dropping the complaint.

(My folks nearly did the same thing but I texted them to remind them. They are guilty of never listening to annoucements, but obviously there may have been an oversight with annoucements on your flight or some others)