15 Un-written BrahmaLokas in Dhammacakkapavattana sutta
Footnote 200 on page 59 of Piya Tan's translation says,


  It is interesting and important to note that the list of exulting devas stops here with the Brahmās of the 1st dhyana.
  The reason for this is that, as there is still some level of mentation here—by way of initial and sustained applications
  (vitakka,vicāra)—these Brahmās are still in contact with the sense-world. In the realms beyond the 1st dhyana,
  thought-process as we know it ceases completely so that these beings enjoy the glory of their meditative state as
  pure light or profound peace for as long as their karma fuels it. See Bhava Ss 1-2 (A 3.76-77), SD 23.13 (3).