No I was not surprised by the ending to "The Story of An Hour". It seems as if Mrs. Mallard was relieved to hear of her husbands death. After she contemplates the thought of being alone she comes to the realization that she is free. Mrs. Mallard is overcome with the rush of freedom, in that she finally gets to live a life of her own. She no longer has to live a life that someone set out for her to live. She doesn't seem to feel remorse, or guilt for her new found freedom, rather it seems that she feels overjoyed that she can finally think for herself. As the story progresses Mrs. Mallard seems to skip the first four steps of grief, and goes straight for acceptance. This can be seen when it says, "She did not hear the story as many women have heard the same, with a paralyzed inability to accept its significance." She accepted her husbands untimely death straight away, because deep in her heart she knew that it meant freedom for herself. The ending of this story is foreshadowed at the very beginning of the story, but as for dying of "the joy that kills", I do not believe this to be so. She was overcome with disappointment that she would no longer get to experience the freedom that she experienced in that one hour she believed him to be dead. So it seems that death was her only option, because now only in death would she truly be free.
I hope this answers your question. :)