I tell myself that I love being surprised, but it's more the case that I appreciate good anticipation leading up to a less expected moment, rather than non-sequiturs, and boy did that last GoT episode get me and hoardes more people on the internet.
Surprises are best executed when they're well orchestrated. Especially when the moment logically follows from years of waiting and training. This is a tool that filmmakers love to use. Surprises that involves the culmination of the growth of their characters or allusions to previous episodes are Easter eggs for fans that customize their emotional experience exclusively for them--or makes them feel that way.
You wouldn't want to overexplain or make things overly explicit at the expense of underestimating the intelligence of your fans. There's a careful balance between revealing what is pertinent to the development of a storyline and holding back enough information from the viewers to get them to come back for more. Building anticipation and excitement truly is an art that requires patience, ingenuity, and empathy. I think this is why Hollywood is so triumphant as an entertainment behemoth globally.
There's something to be said about the mastery of storytelling that is specially brewed here.