Thanks for your replies. There seem to be two main lines of thought.
1. Traders missed the messages
That may well be the case. The first message I've sent right after interdiction was in local chat. That's a bit faster than a direct message but it's easier to miss. A suggestion for FDev would be to emphasise local messages from commanders, maybe a bit less than direct messages but more than the NPC background chatter.
2. Traders don't want to compromise, no cargo for pirates
In the specific incidents there was no fighting back, just a continuous attempt to escape. I'd hope for some PVP from 'no compromise' traders but can understand that not everyone enjoys that. I guess that kind of situation can only see improvement once some severe punishment in high security systems is in place with traders having options to avoid high risk areas in Open altogether (assuming that CGs are partially in high sec systems).