Did they have a chance to notify you? Most, if not all airlines will make an attempt to notify people of a flight cancellation (assuming they have a way to contact you). However, because of the shear volume of people they must contact, it can take some time to get notification from the airline. Even on a normal day there must be many, many cancellations, now multiply that by what's going on in the industry right now.
A couple of things to consider - a lot of the airlines are operating with reduced staff. Continental for example laid off all of the ticketing/reservation people they had in Denver (some 400 people as I recall); these are probably also the same people that would be attempting to contact travelers in the case of a cancelled flight. Also, it's more important to try and contact people that have flights tomorrow which have been cancelled rather than people that have flights next week; so there's a good chance that you were in the queue to get contacted, but they just hadn't gotten to you yet. And, depending on when your return flight was, the airline may have just figured that it would be easier to notify you when you checked in for your outbound flight.
The good news is because you were being an aware traveler, you noticed that the flight was cancelled and so you were able to take proactive & corrective action. This has 2 benefits - it reduced the workload for the airline people that are probably scrambling to make sense of this mess (thus allowing them to contact other people in a more timely fashion), and because you probably called in early, you had more options available for rebooking.
Just going to share one other item. I also found out recently the Frontier had cancelled our flights (both outbound and return). Frontier had not contacted me yet. I called up and wasn't mad, had an absolutely wonderful rebooking experience with a great ticketing agent named Linda, who really went out of her way to accomodate our travel plans, even to the extent of going ahead and assigning seats for us on the new flights and the call ended with Linda being happy and me being happy.