(Why would we get annoyed? This is a valid thread to discuss, I feel)
I think it's more of the huge relief that they were alive and well.
However, in LBT 6, Cera is in fact lectured by her father after the Gang returns from Saurus Rock with Dinah and Dana, so I wouldn't completely say that they NEVER get in trouble.
Also, at times such as in LBT 5 and 7, when the Gang snuck off for good intentions - finding green food for the denizens, or rescuing Ducky - there wouldn't really be a huge debate over not sneaking off like that because they'll do it anyway if they feel it's right.