Because Mike Zacharias sent Thomas to Erwin when he sensed the Titans approaching. To quote:
Smelling the approaching Titans, Mike sends Thomas to inform Erwin, and begins to mobilize his squad to depart. Seeing Nanaba distraught by the possibility of Wall Rose being breached, Mike orders her to not give up hope, reminding her that humanity can only be defeated when the will to fight is lost.
After Erwin was informed and the fact that Mike Zacharias never made it back, I think it is safe to assume that he was presumed dead by his comrades, even if they weren't able to witness him being eaten. I say this because he was supposed to regroup with the ones who escaped but seeing as he never made it back, it would be natural to assume that he's dead.
Real world military has something called PKIA or Presumed Killed in Action.
This term is used when personnel are lost in battle, initially listed MIA, but after not being found, are later presumed to have not survived.