Okay...
Y’all can’t tell me the main reason Natsu wasn’t surprised isn’t because Natsu realized before anyone that Nasha was his (edo-natsus) child.
Remember, Natsu has heightened smell. He most likely smelled Edo Natsu and Lucy on her and felt a sense of familiarity. That’s why after the initial moment he’s no longer surprised unlike everyone else. It also makes sense as to why he gets a closer look at her away from everyone because he’s gettin a look at his would be daughter.
I also think he’s not weirded out or embarrassed like Lucy because his feelings are what they are, for him there’s no one else Lucy would ‘lay an egg’ with but himself 😉