To be surprised is to be seized unexpectedly, with a tone of being captured by circumstances not under one’s control. To be shocked is similar, but with a much more violent tone.
The word shock came into English from the Middle French language brought in through the Norman invasion in 1066, which was achieved not just through the defeat of King Harold in the Battle of Hastings, but also through a shocking campaign of destruction throughout the English countryside. The Middle French word choc referred to a violent strike, a physical attack so sudden that it was felt by the enemy as a disabling jolt.
Whereas a surprise can be unsettling and confusing, the emotion of shock is associated with the possibility of actual physical harm. Medically, to be in shock means to have one’s physical equilibrium careen out of control, often as a result of extreme loss of blood. In the past, shock was a term used for what we now refer to as a stroke, a sudden, severe neurological disability caused by lack of normal blood flow to part of the brain.
The forcefulness of shock is also communicated in the use of the word to refer to a jolt of electricity. An electrical shock is painful at the least, and potentially deadly.
A person who feels surprised may need a few moments to come up with a response to an unexpected situation. A person feeling the emotion of shock, however, may be unable to respond appropriately to their surroundings for quite some time. There’s a qualitative difference between the two experiences, not just a distinction of degree.