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It would not have mattered if they had. Unless somebody was very familiar with the story of Sirius Black (and after all, Sirius was not Mr. and Mrs. Weasley's best friend – indeed, they never knew him until after he escaped from Azkaban), Fred and George would be unlikely to know or remember that Peter Pettigrew was the person Sirius had (supposedly) murdered. Even if Fred and George HAD heard the story at some point, why would they assume that the 'Peter Pettigrew' they occasionally saw moving around the map was, in fact, the man murdered years before?
Fred and George used the map for their own mischief-making, so they concentrated, naturally enough, on those portions of the map where they were planning their next misdeeds. And finally, you must not forget that hundreds of little dots are moving around this map at any given time… Fred and George did not know everyone in school by name, so a single unfamiliar name was unlikely to stand out.