I think Amanda kinda figured she had lost, given that none of the other returning players were former winners. And Ozzy mentioned in his jury speech that he was glad that he didn't win Cook Islands so that he could be on this season. Maybe Probst mentioned it to both the fans and the favorites, but it wasn't shown in the edit. In Amazing Race 18, which was an All-Star season, Phil (the host) mentioned at the starting line that "there is not a winner among you." When the season began filming, Gary and Mallory's season had not finished airing yet and the episode in which they were eliminated had not aired, so although they knew that they hadn't won, it was news to the other teams. Similarly, at the second tribal council in Survivor All-Stars, Jeff mentioned at Saboga's second tribal council that Ethan was the only former winner left on the tribe, indicating to the others that Rupert (whose boot episode in Pearl Islands hadn't aired yet when All-Stars began filming) didn't win Pearl Islands.
But yeah, Russell played HvV totally thinking that he won Samoa.
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