This isn't surprise. This is frustration with the fact that he apparently has to have been The Nice Guy in order to take a rank that he knows he can hold and serve his Suit well through. It's an annoying fact that he's simply going to have to accept -- but it's still annoying.

"That, I can certainly agree with, though I hope I'll be notified when that day comes so that I can enjoy the show." He means watching her crush the Spaniard, not watching her walk around dressed like Cleopatra. There is a difference.