They can infer or refer but it's considered the height of bad luck to explicitly state that the team has no hits. I've heard broadcasters tell the audience to "look at the scoreboard".

KaroNightstorm_PSN
@KaroNightstorm_PSN
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Could someone let San Diego Studios please know that you're NOT SUPPOSED TO TALK ABOUT A PERFECT GAME?!?!?!?! I mean, it's every batter.... "[Team] has yet to get any hits...." C'mon guys, this is supposed to be THE baseball game and you can't even get that right. Jeesh.
Perfect Game Commentary
Perfect Game Commentary