Roy wasn't surprised by Sargeras's fall because he was already mentally prepared for it.
However, in order not to expose his knowledge of the future, he asked in surprise about Sargeras's demon form, "Lord Sargeras, what's with your appearance?"
Sargeras didn't hide it from him. "I needed an army, so I smashed Mardum. But that damn plane imprisoned too many Twisting Nether demons. The activities of these demons caused Mardum to contain a large amount of fel energy. The moment the prison exploded, I was also hit by this fel energy…"
So that's what happened. Roy instantly understood. He had thought Sargeras had become a demon after taking the initiative to fall. But after hearing this explanation, he realized that Sargeras's demon form had something to do with fel energy.