Well, at the beggining they did leave little room for the idea that there are human beings living elsewhere on Earth.
But during the hard part when humanity collapsed under Titans attacks, it's hard to think the ones behind the walls would have enough ressources and time to scout a continent to check wether there are other such places or not.
They do not even have long distance and/or wireless communication systems. So even if there was another place with survivors, they would not know.
Writing this, I'm wondering how the walls came to be. You can't build them while under attack from the Titans.
And it's not like you need 40m+ high walls around your country, if not for that story.