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Actually we don't really know when they got the news, only when Roxas found out. Seeing how Riku's story progressed beyond Sora's and Sora's came to an end on Day 49, they found out pretty damn immediately.25 days. Well It took the Organization in Days a while to find out how many members in CO got killed.
Yup. Vexen's death. Whcih ties in nicely with Xion showing us a face on Day 25, as Vexen's death is about the time when Sora forgot about Kairi almost completely.That always bothered me a little; Day 26 is when they get the first rumor that someone died, right?