Although gifts are normally given to the bride and groom at or before the wedding, they can be received later. Also, gifts are not absolutely required. What is required on your part is to not break the cardinal rule of civility - never embarrass someone. Perhaps they did not give an envelope for any variety of reasons, none of which should be your business to begin with. I understand your question and if you know for a fact that they did leave an envelope, your son should simply thank them and leave it at that.
