27/09,
Once again I'm not making any comment in relation to this accident.
But a general comment below.
The AFX annunciators in the 200 series King Air are green and illuminate when the system becomes armed (in basic terms- switch on and takeoff power set). They are located in the middle area of the cockpit below the main panel area housing the engine instruments, forward of the engine control quadrant (and also avionics dependant, some secondary indications possible on a glass MFD too).
Now, if a pilot was lax/distracted, or used to flying older/un-modified B200s where AFX isn't required and they didn't use it, then the lack of the green auto feather armed indication when they are now in a different aircraft (where AFX is actually now required) could quite easily be missed.
I'm taking a guess here and thinking that you are a licensed pilot. You've never seen people make "simple" mistakes that leave you shaking your head and wondering "how did they do/not do that?"