Hao Baiyun may not have been surprised of what Madam Lei has said about Lei Shan liking, loving, Huo Ling, since he subconsciously knew, deep in his heart, and already has expected it. But, he felt strange after hearing Madam Lei's words.
He has already noticed Lei Shan's interactions with Huo Ling, since he was always watching them. Lei Shan, like him, treats Huo Ling as their younger brother. However, as time passed by and they grew up, Lei Shan's care towards Huo Ling became excessive.