How in the process of the appeal were they not introduced to the notion that their daughter could simply have been killed by one person without co conspirators?

The same way they avoided being introduced to it during the first-level trial: by not listening to the defense arguments.

That, it occurs to me, was their mistake, and is why they are in my opinion fully worthy of criticism for the stance they have taken. From the beginning, they appear to have only gotten their information through prosecution filters. (They admit as much when they speak of having to trust the police; but they didn't have to trust the police -- they could have attended the trial and listened to the arguments, which they didn't do.) It isn't that they can't be excused for feeling harshly toward the people they believe killed their daughter/sister; it's that they shouldn't have allowed themselves to become convinced that Knox and Sollecito killed her without listening to what Knox and Sollecito's attorneys had to say first.

(Indeed, I find it somewhat telling that they flew in in time to hear the verdict, but not to hear Knox and Sollecito address the court earlier the same day.)