Notice how everything from ads to social media feeds tries to predict what you want. A show that actually surprises you breaks that whole cycle. It feels like a small win against the algorithm. That's why the feeling is so strong, it's a rare moment of not being managed.
Watch how much we try to control everything in daily life, from our thermostats to our commutes. Getting genuinely surprised by a story lets us practice dealing with the unexpected in a safe space. That practice feels good because real life sure doesn't come with a spoiler warning.
Wait, is it really that deep? Getting surprised by a TV show feels nice, but it's just plot twists written by people trying to keep you hooked. Real life has enough genuine surprises, good and bad. I'd say enjoy the show, but maybe don't put so much weight on fictional unpredictability. It's entertainment, not a life changing event.