They were talking to a retired pilot on the news and they asked him how it was possible that no distress call was made from the plane. The pilot said that pilots are trained to keep the plane in the air, if something starts to go wrong they start troubleshooting and focus all their energy on fixing the problem. If they then have time to send out a call, they do, but their main priority is to try and keep the plane in the air.
So it's possible that if the problem they experienced was complicated or happened too quickly, they never got a chance to send out a distress signal.