I think the CIG leaders left for Mustofar before Order 66 was issued. Thus, given the need for a control ship nearby to operate the battle droids, I'd say the CIG leaders were well out of reach to hear any reports of Clone troop activity. And I didn't see any long range reports via holonet either. They were already abit nervous when Dooku was killed. When GG was also toasted by Obi-wan, I think they tucked their tails (do any of them have tails) between their legs and grabbed the first transport out.