That's a common enough error that it's become well-known slang. People are used to it and can figure out the intended meaning by intonation and context. Although it's still one of those things that can confuse folks who aren't fluent in English.

"I can't say I'm surprised" or "I'm not surprised" would be much clearer here if the intention is to say this is NOT surprising. "I can't say I'm not surprised" is confusing enough that the intention is not clear. Logically it implies surprise.