While I did not see anyone answer the question, it is possible that Moshe perhaps did try to Daven for him originally and saw that his Tefilah was not accepted. Only after Yehudah was carried around in the desert for forty years was it possible for him to achieve complete forgiveness, akin to an atonement of exile.

Another possible answer is that this simply was not brought to Moshe's attention. After all, it is not a concrete fact that anyone whose bones are no longer a full skeleton does not ascend to his rightful place in Gan Eden! It was therefore not apparent to the people carrying his casket that anything was gravely wrong . This was possibly only brought to Moshe's attention at the end of the forty years in the desert.

All the best,

Yaakov Montrose