When Roy saw Arthas kill Mal'ganis in the scene sent by Frostmourne, to be honest, he wasn't surprised.
He was very clear that after Ner'zhul lured Arthas into falling through Frostmourne, he would definitely get Arthas to kill Mal'ganis. After all, Arthas's hatred for Mal'ganis was already deeply rooted, and it was impossible not to let him vent. Moreover, there was another advantage to killing Mal'ganis. It would make Arthas feel the pleasure of vengeance. The feeling of being able to do whatever he wanted after possessing great power would make him unable to stop.
After Arthas tasted the sweetness of revenge, Ner'zhul's next plan could unfold smoothly.
But what was laughable was that Mal'ganis had been too conceited to realize this. He thought that after Arthas picked up Frostmourne, he had already fallen into darkness and could be counted as one of them. Thus, he boldly appeared in front of Arthas and ended up dead.