As far as I remember, though I could be remembering wrong, nobody at the time thought fleas were a factor.
Given the long history of plague, it's surprising how recently it was understood. The disease's cause and vectors weren't isolated until almost the turn of the 20th century.
Bacteriology and epidemiology were still fairly new fields of study in the 1890s. Louis Pasteur's work on germ theory had led to the development of pasteurization in 1863, and his vaccine for rabies was released in 1885. Robert Koch discovered the bacterium that causes tuberculosis in 1882, and that which causes cholera in 1883.
During the 1894 plague pandemic in China, Japanese and French research teams (working independently of each other) traveled to British-controlled Hong Kong and discovered the plague bacterium at roughly the same time.
In 1898, Paul-Louis Simond, a French naval doctor working in India, first made the connection between flea bites and the spread of plague. The flea-vector hypothesis was then confirmed by further research over the next several years.
Source: Frith, John. "The History of Plague." Journal of Military and Veterans' Health, 20:3.