Jon didn't tell her because he was too busy defending the rest of the group from the wights that were trying to get to them.
For all we know the rest of the group could have told Dany when they got on board with Drogon. The reason Drogon didn't attack the White Walkers is that he was likely too far away. So flying off to attack them would mean abandoning Jon, something which I'm sure Dany, and the rest of the group, doesn't want to do.
I can think of two reasons she didn't tell Rhaegal and Viserion:
- She can't control them properly, she has a strong bond with them but she is only bound to Drogon so can't properly order them around.
- They're off attacking wights and flying around. The odds are that they wouldn't have heard her anyway.
Another reason, though I'm not sure they know it, is that the White Walkers, or at least the Night King, can part fire near them. There is then reason to believe that the dragon fire wouldn't touch them at all.
OOU it would have made for a boring storyline and would end the main plot. Though we'd still have season 8 in the form of who wins the iron throne, I doubt it would keep as many people hooked as when the dead threat was still around.