Perhaps a stupid question, but why did their voices not change after?

Because they've been deaf for 65 years, doofus. You don't spend 65 years in a coma and then hop out of bed and win the Boston Marathon. It's called intelligence, use it.

Do people's accents change just because they're around people with different accents? No.

If they can't hear exactly the same way we do, then they can't hear their voices the same way we can.

Even with the feedback that they can now hear they would be trying to overcome the training that's been ingrained for so long that this is how to make this sound. Even Sally demonstrating how she made the individual sounds (buh, puh, mmm) sounded close to what I would do as a hearing person the problem was the inflection and how those sounds are strung together. Check the differences between how Sally says thumb and Paul says thumb. It shows the good training they had that they didn't try to pronounce the "b" at the end of thumb but still it was easier to understand Paul. I wonder if he had more residual hearing or later onset of deafness as he has more inflection in his voice. Some folks would be able to mimic sounds better than others in general, similar to picking up accents if moved to a different area of the country.
It doesn't reflect badly on Sally that it was difficult for her, just a different experience than for Paul. I wonder about the follow up training and therapy. I think it would like being thrown into China and having to pick up Mandarin or Cantonese without any instruction--it certainly would take years to get the tones correct, especially with no frame of reference.
I did wonder on a different post if there was a difference in their voices later on once they started getting audible feedback. It wouldn't be quick but after a couple of years there might be a difference, however subtle. If I moved to England there would be a difference over time in my accent, even I have lived in the South for the past 40+ years but it would take time and be inconsistent at best.

We hearing people hear our voices not through our ears. Instead, we hear our voices through our throats and into our inner ears. That's why when we hear our voices on a recording, it sounds different to us. Certainly we adjust our voices from what we hear, but you have to understand, hearing for the Taylors is something completely foreign. They developed a way of speaking many years ago. If they can't make out what someone says without the assistance of reading their lips, there is no way they can adjust their voices - which they have been using in a way they guessed was correct - from how they hear their own voices. We have no way of knowing what they hear actually sounds, much less what it sounds like to them.