The reason they might have said "we saw nothing" is that in this context, after passing whatever thing they passed, they only had one chance to look for whatever thing they were looking for. The experience of seeing was done just once, so they "saw nothing". There's also a bit more urgency to "we saw", like it happened just moments ago. The perfect is often used to describe an experience, a sum of experiences, etc. It's a bit more grand and in a hurried situation I think native speakers fall back on simple tenses. The way its written, I'm also inclined to think they're looking for one specific thing that they have foreknowledge of, as opposed to waiting for something to happen.