Couple things

• They drove quite a bit of distance and never escaped the mist. It would be reasonable for them to assume that it had engulfed everything for hundreds of miles more.
• They encountered the biggest living creature they had ever seen, and it's from an alternate dimension and likes to eat people. This would add to their sense of dread.
• The mist blocked their view of more than 10 feet from their vehicle. It would make sense that they hadn't seen any signs of resistance from the military. They could have driven very close to where they were and not even noticed.
• It would make sense if they never even went 'past' the military. We see the military vehicles at the beginning, and we assume they are headed to the origin of the 'window' between dimensions. They would likely work from that point and go outward. This would mean that our group could have been ahead of them.

This doesn't bother me too much. The rescue effort was coming from behind them. In other words they had been driving away from the rescue vehicles and only when they stop does the convoy catch up to them. Makes sense that the rescue effort would start probably near the source of the mist and then move away from it slowly. The whole ending strikes me as unbelievable but I can live with this gimmick even though the exact timing is highly improbable.