Both sentences seem very passive to me. I think I'd prefer a very apparent, active subject (we, because being surprised is the important word here, right?). Also, as David said, simplest is best.

I don't think Except is wrong in stating that "We were surprised that he was chosen" is more active. "Surprised" is a state of being--more like a noun than a verb--not an action. "Were" is the verb in that suggested sentence, and surprised here is an adjective (modifying we).

Please, correct me if I'm wrong!