Why is the lightness of particles unexpected?
The problem you are referring to is what physicists call the heirarchy problem. In order to understand this you understand that in QFT the observed mass of a particle is a combination of its bare mass ($m_0$) and some other mass terms associated with the fields it couples with ($\delta_m$).
$$m = m_0 + \delta_m$$
The Higgs Boson basically interacts with all particles, so there should be corrections to its bare mass that drive it close to the plank mass, which is viewed as a natural mass value since it is based on the ratios of other fundamental constants, which determine the set of natural units (where we then set all fundamental constants to 1).
The fact that the Higgs mass is so much lower than the planck mass is a key concern (although lucky for us). In order to explain why the mass is so much lower, there are several theories. The two key ones are supersymmetry, which proposes that every particle, whether boson or fermion, has a partner fermion or boson (e.g. a fermion like the electron would have a bosonic selectron partner), and another is the anthropic principle, which basically says that nature had a lot of values to choose from, and we all just got lucky.
The reason that physicists are shocked by such a low mass then is they as yet do not have sufficient evidence to show there is a physical mechanism that gives the Higgs such a low mass, and without any such evidence, they have an anomaly that can only be seen as a lucky coincidence.