Skelepathy

The explanation for how skeletons in varying forms of media, know the location of the player character/protagonist despite having no audio or visual sensors.

This happens because the Player Character or Protagonist's skeleton communicates with other skeletons via Skelepathy.

Rogue: There are undead in the next room, i can feel it in my bones.

Wizard: No no. What your feeling is Skelepathy , the communication between the bones inside and outside of us.