There are several synonyms for the phrase "not surprised," many of which convey a similar lack of astonishment or shock. Common synonyms include "unfazed," "unimpressed," "unmoved," and "underwhelmed." These words all suggest a sense of being unaffected by something that might have surprised or amazed others. Other synonyms could include "expecting it" or "anticipating it," which suggest that the person was not surprised because they had predicted or seen something like it before. Ultimately, the choice of synonym will depend on the context and the specific shade of meaning the speaker wants to convey, but all of these words suggest a similar lack of surprise or shock.