Like I said, maybe he's only surprised that Vegeta is this strong while in base?
Later on he states that now he sees why they are so confident, since [like Goku] they can put forth power like that in a pinch. Maybe he just wasn't counting with them putting forth their tremendous SSJ power that fast? After all, Gohan seemed to take some time to transform. Goku upped to SSJ2 almost instantly.
Chapter: 452 (DBZ 258), P1.4-5
Context: after Goku kills Yakon
Kaioshin: “S-so that’s why these 3 have such composure...In a pinch, they can put forth tremendous power, like Son Goku displayed momentarily…Wh…what a completely unbelievable fact…that I, Kaioshin, should be thrown into a panic by humans of the lower world…”