I feel like they don't want to immediately put Fenix and Penta in a tag together because Penta is over as a singles guy. As such it makes sense to keep him on the other show for now, as if they're on the same show they'd have to be together at points (if my brother getting jumped and I'm in the building why the fuck I not help him?)
With regard to acknowledging history, WWE has made reference to AJ Styles being a former TNA X Division Champ and TNA Champ, and they mention Penta being a tag champ all over the world (I know they mention TNA but I think they also mentioned Mexico promotions). They may even say things like they've wrestled each other before (I know they do it with Sami/KO) without flat-out saying specific promotions.