Like yourself, people aren't surprised by the outcome of your experiment. The surprising thing happens only if you consider more complicated situations. The easiest situations where surprising things happen are these two:
1) Measure the spins of the two entangled particles in three suitably different directions. From the correlations of the observed outcomes you can calculate a number known as the CHSH-correlator S. This number is larger than any model where the individual outcomes were locally predetermined permits. An accessible discussion of this is given in David Mermin's Quantum Mysteries for Anyone. The best discussion of the actual physics I know of is by Travis Norsen in his book Foundations of Quantum Mechanics.
2) Measure the spins of three entangled particles in two suitably different directions. There, you get a certain combination of outcomes which is impossible in any classical model. So you don't need statistics but just a single observation of the classically impossible event. This is discussed in David Mermin's Quantum Mysteries Revistited.