There are studies on hindsight bias, which is what I think you're talking about.

In 1983, researcher Daphna Baratz asked undergraduates to read 16 pairs of statements describing psychological findings and their opposites; they were told to evaluate how likely they would have been to predict each finding. So, for example, they read: “People who go to church regularly tend to have more children than people who go to church infrequently.” They also read, “People who go to church infrequently tend to have more children than people who go to church regularly.” Whether rating the truth or its opposite, most students said the supposed finding was what they would have predicted.

From her dissertation.

(I couldn't find a pdf of the dissertation, but that's its page on worldcat).

As for your specific question:

Have there really been no studies of when people say they think studies are surprising, comparing the results to what people actually predicted beforehand

I have no idea, but I want them.