Yeah, none of them learned KK. They did, however, learn better, more advanced ki control. Which would explain how Tien's shin kikoho was insanely amplified.
I just feel that if they learned KK, that is something note worthy to mention flat out. It would be a pretty big deal for the humans especially. We woulda heard at least ONE "Kaioken!!!" from one of them if they had it.
People like to argue "Well, Goku used it against Freeza for a while without yelling it out or showing the aura." but Goku was also shown yelling it out and having the aura a dozen times prior, and he was on his way to SSJ, so of course it was being slowly phased out and made irrelevant.... FOR GOKU.... The humans and Piccolo however, are not Goku.... They don't have other transformations and were never shown to use KK at all, unlike Goku.... So them having KK would be a big deal, for them, so you'd logically assume they would be shown yelling out the technique name and having a red aura shown at least once....
Besides, the whole "invisible KK" against Freeza schtick was simply meant to be an "Oh shit!" moment to shock the audience, not really a "Oh so KK doesn't always have to show, FACT!" moment.... That was literally the ONLY time Goku used KK and it wasn't yelled out or shown. Every other instance it was obvious. That Freeza moment was for shock value alone.
Either way, point stands, if they had it, it woulda been made blatantly clear. None of this "let's never flat out say we have it, never yell out the technique before we use it, or never have a red aura, fuck you fans!"
Oh, and when Piccolo said that, PuiPui, he meant they can quickly raise and lower their power in quick bursts, similar to how Goku dealt with Recoome, Batta, and Jheese. From then on out they all pretty much fought that way.