Honestly I don't think most of us are surprised.
Perhaps, simply because it's Argentina and the fact that one of, if not the best player in history plays for them, we think they're automatically going to go get some silverware and thus the massive expecations hover.
They have been close to it, like really close to glory in both CA and WC. But let's be honest, this generation of Argentinian players has lost their chance (Messi/Kun/Di Maria) and what is currenty there just doesn't seem that promising except Dybala.
They seem to be in a transition period and that's just the fact of it, they are not able to summon a decent enough squad to challange at the moment. Like I said, perhaps because of the history and the 1 player currently in their team that's hard to swallow but it shouldn't. Brazil got stomped at home 7-1 in a WC, Netherlands has missed major tournaments recently. It happens. Football is not like hockey where unless there's a new ice age where people in Africa and Latina America can get a chance to level up, the top dogs will remain for the forseeble future. Nowadays just look at the last WC, tactics have evolved and many teams thought as very weak are actually very competitive.
Anyway, let's give credit to Colombia, perfect example of a nation that went through a generational drought for some time and now they have a been having a great squad and that's all it is with Argentina.