Yeah, but why would they be destroyed at that instant?
Meteorite strike? Super volcanic eruption? Tsunami? There are lots of ways a species can suddenly go extinct.
But they were around for a hundred million years.
Who is "they?"
Mammals have been around for a lot more than a hundred million years (about 225 million is the current oldest mammal fossil). What are the odds that they would start building cities just in the last few thousand?
Humans, of course, have been around for
far less time - as, presumably, would have been any hypothetical intelligent dinosaur.
Something takes them out less than ten thousand years before they could leave recognizable traces? The odds are 1 in 10,000 of this happening.
What is a recognisable trace, that will still be findable after seventy million years?
Bear in mind the paucity of the fossil record, and the inherent bias therein - only animals that lived in locations that had the very precise conditions needed for fossilisation are known of. Maastrichtian fossils are extremely few, and complete skeletons fewer still - how would traces of civilisation be
likely to survive a process that utterly destroys everything but one femur, or a skull, or a few teeth?
These specimens could have been buried in full ceremonial armour, with a selection of weapons and food, and we would never be able to detect it.
I think people have an unrealistic view of what the fossil record actually contains, and of how much paleontologists can see therein.
FFS, the "Dark Ages" as the Early Medieval period in Europe was once known, was so called because almost no archaeological remains from that time were found. We know that the people of Early Medieval Europe had a complex and advanced civilisation, but they used very little stone for building and earthenware for food and drink containers (compared to their predecessors and their successors), so almost nothing remains except their bones - and they lived only a thousand years ago.
Modern archaeological techniques can detect their villages and cemetaries from the disturbance of the soil - graves and post-holes are generally filled with later soils that may be different in colour or texture to the surrounding "natural". That kind of evidence is easily missed even by experts who are specifically seeking it out.
Multiply the ravages of time by 70,000, and you have no hope of spotting this stuff, unless you are extraordinarily lucky.