Never underestimate the ability of the human mind to filter out certain sounds - especially during high stress/high workload situations (perhaps worrying about another, unrelated, issue).
Allegedly (according to one of my college profs) many years ago a biz jet did a wheels up landing at Boeing Field. The flight crew swore up and down that the landing config warning never sounded - until the investigators played them the CVR recording where the warning was clearly evident during final...