"I guess they didn't try smacking it with a hammer.
"Silly Putty is a bizarre polymer, but like most polymers it has a transition temperature at which its physical properties change. In this case, there is a glass transition temperature (Tg) -- below Tg, the polymer will behave like a glass and shatter on impact instead of deforming. For example, PVC has a Tg of 83 C which makes it a reasonable choice for cold water pipes but not for hot water, which would cause it to flow like Silly Putty (addition of various plasticizers can adjust the Tg). However, often the viscoelastic properties of polymers have a rate dependence and this is the case for Silly Putty. Do the same amount of work over a much shorter time (smack it with a hammer instead of pulling) and the SP behaves as if its Tg has been raised. It then shatters into bits.
"You can read a mildly confusing scientific explanation here (from Case Western) along with pictures of Silly Putty subjected to the same force at different rates, or if you prefer a more visceral experience, watch the video from this experiment of what happens when you drop a 50 pound beach ball made of Silly Putty off the roof of a building."