maybe the were just trying to get people to listen or something
Or maybe there never was any advertisment in the first place. I listen to KROQ daily and haven't heard of this mysterious advertisment.
KROQ is the biggest station in LA and one of the most well known stations in the nation. I highly doubt they would make claims regarding an announcement about GNR and then make the announcment at midnight when nobody is listening anyways. They would have promoted the hell out of it (at least the dj's would have) and it would have been made when people actually listen. Nobody, including the station, cares about overnight shifts.