No it doesn't make sense that they wouldn't at least listen to your son and address his concern as well. Remind your son that anytime something like this happens, he must tell the responsible adult present immediately or loudly enough for them to hear say "Johnny, don't blow in my face. I have asked you repeatedly to stop." I had to do the same w/ my son before. My brother was once known as a bit of a trouble maker in school, no matter what he did or someone else did...it was always "his fault" because of his earlier reputation. Even when he did nothing wrong.
My son had a boy that was about a year older then him and attended the same daycare. My son was the youngest of the "big kids". The boy knew that picking on one of the little kids (not yet in school) would get him in big trouble. But picking on another big kid...not so much. So my son was his target. He would pick, hit, or kick when the daycare provider was just out of sight or had her back turned. When my son would say anything the boy would swear it didn't happen. When my son would retaliate, the boy would alway holler (and typically the timing was such that the provider would see it too). My son would get in trouble. She did tell me that she thought Rawley was instigating but was sneaky about it so she never saw it. Once in a while when her hubby would help out, he would keep an eye on the boys and notice it so he would "let my son get back at him a bit". Never enough to hurt him but the boy would jump on my son and since my son wrestled, he would quickly turn the table and sort of "pin" the boy. Hubby would say "see, you need to leave him alone" and it would put a stop to it temporarily. Her hubby really liked my son and thought it was funny that Rawley was always trying to be sneaky and my son always turned it back on him.