We already know from TOS that Mutlitronic computers are able to develop sapience, with the M-5 computer being specifically designed to “think and reason” like a person, and built around Dr Daystrom’s neural engrams.
However, we also know from Voyager that the holomatrix of their Mk 1 EMH also incorporates Multitronic technology, and from DS9 that it’s also used in mind-reading devices.
Assuming that the EMH is designed to more or less be a standard hologram with some medical knowledge added in, it shouldn’t have come as a surprise that holograms were either sapient themselves, or were capable of developing sapience. It would only be a logical possibility if technology that allowed human-like thought and reasoning into a hologram.
If anything, it is more of a surprise that sapient holograms like the Doctor or Moriarty hadn’t happened earlier.
Canonically the people in the universe believe that human like sentience is really hard to reproduce, thus they do not believe that it was possible even though it did happen.