The only reason why I can imagine that they weren't nominated is because their best work was in the final episodes, and nominators didn't make it that far.
I'm speaking from ignorance... is the nominating committee required to watch the entire series? I don't even know.
Either way. Mantello's performance in the episode with the George Cukor party was so tremendously moving. And LuPone's performance was terrific, but especially in the final episodes.
Still, very happy for Ms. Taylor and Jeremy Pope, who also gave great performances. It's a pretty big deal that Mr. Pope has nominated two Tony noms and now and Emmy nom in what were essentially his debut performances.