The last line is strange because 'why am I not surprised' is a sarcastic way to state that you expected something or predicted something. Or that someone has told you something stupidly obvious. (Take it literally.
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HSSWhen you hear something outrageous, and say the above sarcastically, would you say "Why an I NOT surprised?" with stress on "not"? I usually hear it and say it with the stress on "surprised."
A: They speak a space language.
B: Why am I NOT surprised?
A: Oh, be serious! I'm telling you