As a Protestant of the Reformed faith, I would point to the biblical understanding that "all have sinned and fall short of the glory of God" (Romans 3:9 & 23) whether or not they have heard the gospel message about Jesus Christ. Sin abounded in the world for thousands of years before the Son of God came into the world as the man, Jesus, who is - in his person - the good news (or gospel). "Wherefore, as by one man [Adam] sin entered into the world, and death by sin; and so death passed upon all men, for that all have sinned: (For until the law sin was in the world: but sin is not imputed when there is no law." (Romans 5:12-13)
And that mention of the law is the crux of the matter. Paul goes on to say that "I had not known sin, except the law had said, 'thou shalt not covet'... For without the law, sin was dead." (Romans 7:7-8) It is the law that condemns us all as sinners, for we are all law-breakers, even those who have never heard the good news about Jesus.
Paul further explains this in Galatians 3:17-25 where he describes the law as a "schoolmaster" to bring us to Christ. The purpose of the law is to bring us to miracle of being justified by faith, once we stop striving to keep law as a means of pleasing God, but rest entirely in the finished work of Christ on the cross to be justified - by faith - not by law-keeping or any other kind of works. Once Christians get to that transformed state, they are no longer under the schoolmaster of law. They are liberated as children of God who have both understood and believed the gospel.
Those who heard Jesus and witnessed his miracles, were under law, which law told them to listen to the prophet greater than Moses who was to come into their midst as the Messiah, but they rejected Christ as that Messiah. They preferred to stick to the legalistic course of law-keeping and that is what blinded them to Jesus being, in his person, the good news, the gospel of grace.