I can think of a couple of reasons why:
- Time: They were rushed, they needed to get a wight quickly to gain support of the Crown so they could prepare.
- Resources: They were clearly low on resources as they had few men and weapons. They didn't appear to have much even for the men that survived.
- Snatch and Grab: They were doing a snatch and grab mission a raven is not needed for such a scenario.
- Stealth: They were going for stealth, kill a scouting party and capture one wight. You do not need a raven for such a mission. Also a raven could be noisy and give them away.
- Didn't think they'd need it: In the above types of missions you wouldn't need a raven. They had no idea they'd face the full army so they didn't prepare for such an occasion.
Another reason that they could have known is that they had no idea a raven would even work. Bran sent a group of ravens North to scout out the army of the dead. When the Night King looked at them they scattered. It's unclear if this was because of the Night King, the ravens getting scared or Bran getting scared.
Out of Universe
It was to add to the suspense of will Gendry make his run back in time before the others are killed? Will he make it at all? This is proven by him falling to the ground of exhaustion right as he made it to Eastwatch's gate.