Why did the jinn not hear about Jesus, peace be upon him, while they heard about Muhammad and Moses, peace be upon them both?

The fact that the jinn did not mention Jesus in Surah Al-Ahqaf does not mean they had not heard of him. It is probable that they did not view Jesus' message as abrogating Moses' message, but rather as an extension of it and a simplification of some prohibitions. This is supported by Jesus' statement, peace be upon him: "And [I have come] confirming what was before me of the Torah and to make lawful for you some of what was forbidden to you." Similar to this are the statements of the Negus and Waraqah ibn Nawfal. It is also probable that they mentioned Moses because the followers of both scriptures agreed on his prophethood. It was narrated from Ata' that they were Jews, and from Ibn Abbas that the jinn had not heard of Jesus, but Al-Alusi weakened these narrations.