Great question! The sentence you saw, "elles nous ont écoutées," is actually correct. In French, when using the verb "avoir" as the auxiliary verb in compound tenses, such as the passé composé, the past participle agrees in gender and number with the direct object if it comes before the verb. In this case, "écoutées" agrees with the direct object "elles."
To determine the agreement, you need to ask the question "what?" or "whom?" after the verb. In this sentence, the direct object is "elles" (meaning "them"), which is feminine and plural. Therefore, the past participle "écoutées" also takes the feminine and plural form.
If the sentence were "elles nous ont écouté" without the "es" at the end, it would be incorrect because it wouldn't agree with the feminine plural subject "elles." Remember that the agreement only applies to the past participle when "avoir" is the auxiliary verb.
I hope this clears up any confusion. If you have any further questions, please feel free to ask!