I'd like to hear others chime in here too. But, the Scripture says "their eyes were opened" only after Adam ate. The sinless ignorance was gone after the opening of their eyes (whatever that fully means, I don't know) and then, I would imagine, the shock would have overwhelmed them.
edit: I didn't read your question carefully Tyler, my apologies. To answer your actual question I would say b/c A&E weren't aware of any evil, before the fall, there wouldn't have been a reason to be shocked. The serpent wasn't cursed until Genesis 3, so we could deduce that there was nothing about the serpent that would have set off alarm bells. Maybe someone else smarter than me will chime in.