It shouldn't have been a surprise, but it was. Rodolphus might have explained the broad strokes of his plan to her when she asked him that night she went to visit him. He had yet to, however, tell her what purpose she served. There had to be something special about her if he was ordering her to be unharmed and for Draco to give him a daily report. His claims that he simply wanted her by his side were the ramblings of a lunatic. If that were true, why hadn't he insisted she stay with him? Why did he allow her to run out of the Dower House? To run out of Knockturn Alley the night he pushed her up against the bricks and kissed her until she forgot to be afraid of him for a moment?