I'm sure it's happened before, but I can't recall any previous State of the Union speech where justices refused to attend based on disagreements with the president.

Politico:

The conservative wing of the U.S. Supreme Court was absent from President Obama's Tuesday State of the Union address.

Justices Samuel Alito, Clarence Thomas and Antonin Scalia declined to join their six other colleagues at the prime time address to Congress.

During Obama's 2010 address, Alito was seen whispering the words "not true" during Obama's speech. Obama used his address to blast the court for their 2010 Citizens United case which altered the rules on corporate and union funding of elections.

In the aftermath of that speech, Alito complained that the justices were expected to sit in the House chamber "like the proverbial potted plant" and that it was now an awkward experience.

If I were a justice of the Supreme Court, I certainly would resent being used as a prop in a president's theatrical presentation. But, at bottom, the justices are a part of one of three co-equal branches of government. In that sense, attending the State of the Union is both a question of tradition, and a symbol of the majesty of the Constitution.

They should have been there.