HR, batter misses 1st

[orioles35]

I actually had one of these happen to me for a change.

Two outs, team at bat only has eight players so the #9 batter is an automatic out. #8 is at the plate and hits a HR, then misses first. I see it, BU sees it, the defensive team sees it.

I conduct business as usual, watch the runners touch bases, the defense leaves the field for the 3rd out, I walk over to the fence and get a drink, then stand on the foul line while they discuss what they're going to do. No one asks me anything this whole time, but the defense knew the batter missed first. They decide not to appeal because "it wouldn't matter, the next batter was out anyway".

Other than another coach not knowing the rules (no run can score on a batter retired before reaching 1st base), but at what point could they have made an appeal, since it cannot be made after the first pitch to the next batter...but the next batter was an automatic out?