So when the original PR didn't have a news entry, what should I have seen to alert me to that?
 
If a news entry is missing from the PR, the CI check at the bottom of the PR will fail.
You should see the following:

bedevere/news -- No news entry in Misc/NEWS.d/next/ or "skip news" label found

An example can be seen here (at least at the time I write this email)
https://github.com/python/cpython/pull/5347