It does read, “He [the President] shall from time to time give to the Congress Information of the State of the Union, and recommend to their Consideration such Measures as he shall judge necessary and expedient” (emphasis added). So it’s actually unconstitutional for the Justices to show up. Shame on them! They should go back to Article III, where they belong. Or, wait, maybe it’s the President who’s at fault for giving the information to unauthorized persons?
Of course that’s actually a vast overstatement: That the President shall give the Congress information about the state of the union doesn’t mean that he can’t give it to others at the same time. The matter here (such as it is) is of tradition, not of constitutional text. Still, if the Justices want a reason to stay away, the Congress Provision of the State of the Union Clause should serve as an adequate excuse.