No one should have been surprised. Drogo would talk about how he would rape the women of Westeros, sell their children into slavery, wreck cities, etc. And Dany was thrilled with this raping, murdering thug. Had that witch not given him the whammy, he would sat in that tent with all the other murdering, chauvinistic killers drinking and laughing about all the kids they killed in front of their parents. Dany was totally cool with this. On the contrary she said she would take what is hers "with fire and blood".
Dany fans just send all this shit down the memory hole to make a hero out of an insanely privileged, entitled, arrogant, megalomaniac with delusions of grandeur who thinks everyone who doesnt bow down to kiss her feet, like the Tarlys, should be put to death.