'Nosotros no sabíamos que teníamos...' I guess both are long actions. Maybe you didn't know it for three days and consequently you didn't do it for the same period of time. So, the pretérito imperfecto is longer in time while the perfect 'supimos' just happens in a moment. Look at this: 'cuando lo supimos, ya era tarde'. You knew it in a moment but it was already late, even before that you discovered. In present: 'Lo he sabido ahora (me he enterado ahora) pero ya es tarde'. Again I hope I helped you a bit and you praise for better answers! :)