In your opinion, why do you think they stay away from HN or Stack Overflow? Is it just that there's nothing there for them specifically or would you say that they're (on average) less interested in the wider programming ecosystem?
I think the less obvious factor is related to the COBOL mentality. In COBOL's heyday, they didn't have communities like this (yeah yeah, usenet, BBS, I know, I know) so they figured out how to live without them. The old whitehaired COBOL gurus passed these traditions down, and it just became a way of life. Any COBOL-related help you need can probably be provided by the lifer in the cube down the aisle. They are a fairly self-sufficient group.
That being said, I am interested to see how the COBOL community changes when people from my generation start taking these jobs. I didn't stop reading when I was hired, and I don't think that most of the others will, either.