I thought it was necessary to detach the prefix when it is being negated. Is there a reason it is not detached in this sentence?
There's no prefix here. "Kiabál" is one word. It would be "kikiabál" with a prefix (meaning "shout from inside to outside").
But you are right, a prefix should be detached: "Nem megyek ki." = "I don't go outside." (kimegy = go outside)