The appearance of the Undying was unexpected, but not surprising because, in a manner, Rowan's vision of this Memory was still being slightly influenced by Shisu's perception of events.
Memory/Mind was the sixth dimension, and unlike Time/Space which could be easily understood by him, this dimension was still strange. A mortal, even the gods could not imagine that their memories could become a dimension, where powers and other dimensional forces could be cultivated and unleashed. It touched on concepts so strange and unreachable that most would never have a chance to know it existed.
Rowan had always walked a higher path, and he could touch this dimension even when he could not yet understand it. His extremely powerful bloodlines meant he could easily manipulate these forces, despite not fully understanding them.