Well that is because there was no Lord of Storm's End as far as they knew or we know. Nobles grow up learning about other noble families' family trees, particularly their neighbours and great Houses.
Had Daenerys asked that Question after Robert died, they'd have all answered Renly Baratheon. Had she asked that question after Renly died, their answer would have been Stannis Baratheon. Had she asked that after Stannis died (And Shireen had been alive), their answer would have been Shireen Baratheon (Or Lord Stannis' little girl for those who couldn't recall her name).
Yet as it happened, the known Baratheons were all dead at that moment, the real and the feigned ones.
Robert Baratheon (Dead)
1.1. Joffrey Baratheon (Dead)
1.2. Tommen Baratheon (Dead)
1.3. Myrcella Baratheon (Dead)
Stannis Baratheon (Dead)
2.1. Shireen Baratheon (Dead)
Renly Baratheon (Dead)
Nobody knows any other Baratheon, nor have they heard any news of a Stormlander resurgence after Stannis' demise. So as far as they can guess, Storm's End lacks a lord and so do the Stormlands as a whole. The silence was the answer. Why Bran refused to answer? Well only Bran can tell but if we had to venture a guess I'd say that is because Bran has repeatedly told people that he doesn't really feel or need anything, he's mostly apathetic to whatever is happening around him. Most likely he never heard the question or if he did hear, he just didn't deign to answer it.