vilas,
No training department teaches to follow FD when stall warning is blaring.
Are you sure they actually heard the stall warning?
See
AF 447 CVR Transcript and note that between the following times that the ALT ALERT "C Chord" was sounding continuously.
2:10:20 - 2:10:51 = 31 secs
2:12:57 - 2:13:55 = 58 secs
2:14:02 - 2:14:20 = 18 secs
It appears that for nearly 2 mins of continuous "C Chord", no one bothered to cancel it.
If you look closely at the "ATC, other voices, warnings, remarks and various noises" column, the crew were saturated with continuous audio warnings.
The continuous "C Chord" was only interrupted by "SV Stall Stall", "Dual Input", "cricket", "sink rate", "pull up" etc.
The BEA have asked if the present stall warning noise alone is adequate warning due auditory overload.
See
Final AF447 Report Suggests Pilot Slavishly Followed Flight Director Pitch-Up Commands | News: Aviation International News
"Another reason for having ignored the stall alarm could have been a matter of sheer perception, Troadec said. “Audio alarms are no longer heard in some situations,” he admitted. This has prompted the BEA to recommend the addition of a visual stall warning."
I don't think the crew actually "heard" the stall warning. I think they automatically filtered all those "distractions" out. They needed a specific stall warning attention grabber like a vibrator or buzzer felt through the side stick, not a flight deck saturated with noises like an orchestra warming up.