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Might be news to Peter.

Yeah; with his record, a LOT of stuff would be news!

Colossians 1:22-23

But now he has reconciled you by Christ’s physical body through death to present you holy in his sight, without blemish and free from accusation— if you continue in your faith, established and firm, and do not move from the hope held out in the gospel. This is the gospel that you heard and that has been proclaimed to every creature under heaven, and of which I, Paul, have become a servant.

2 Peter 2:20-21
If they have escaped the corruption of the world by knowing our Lord and Savior Jesus Christ and are again entangled in it and are overcome, they are worse off at the end than they were at the beginning. It would have been better for them not to have known the way of righteousness, than to have known it and then to turn their backs on the sacred command that was passed on to them.

Hebrews 3:6

But Christ is faithful as the Son over God’s house. And we are his house, if indeed we hold firmly to our confidence and the hope in which we glory.

Your references from Colossians and Hebrews are identical, and speak of “What we believe”... not what we do or fail to do.

Your reference from 2 Peter however is quite different.
“They” needs to be defined, and we find that definition by bringing into context the previous verses starting in verse 9:

2:9 - “The Lord knoweth how to deliver the godly out of temptations, and to reserve the unjust unto the day of judgment to be punished: But chiefly them that walk after the flesh in the lust of uncleanness, and despise government.”

Verses 10-19 further defines “they”, and as you read through it, it becomes very clear to whom God is referring;

Quite simply, “they” are those who are being preserved for judgment... those who are openly defiant of God and what He stands for. It is their knowledge of the truth that would make it better for them to have not been born to begin with, because their punishment is that much worse than those who simply failed to find the Truth.

I submit that those who are being defined as “they” are quite different than those who lose or lack faith.

Furthermore, the premise that “they had previously escaped the corruption of the world” refers to born again Christians is grammatically false when placed in context with the previous verse;

In verse 19 we see this: “While they promise them liberty, they themselves are the servants of corruption: for of whom a man is overcome, of the same is he brought in bondage. “

“They” are the deceivers promising liberty to those (them) whom they seek to corrupt... and the following verse 20 which you referenced is a paradoxical argument which illustrates that “they” indeed have NOT escaped the pollutions of the world BECAUSE they are themselves servants of corruption.