You're right it did, but it shouldn't, and that's the point, as far as I understand it.
We can't allow this guy and his friends to get us numbed to their way of speaking and doing things. That's why the media acts shocked, because they try to cling to a pre-Trump reality while Trump tries to change the game entirely, talking about fake news and messing up the narrative every time he can. He takes shots at the very concept of truth. He counts on the fact that if his presidency is consistently absurd, every single day, in the end people will get used to it and stop noticing. So yeah, we have to remind ourselves that by our normal, traditional moral standards this stuff should indeed shock us.