Vader isn't really surprised. Ahsoka had hidden for years and if she was involved in the Rebellion (and she was) then it made sense Rex was. And all the training Rex has gotten and their missions undercover had clearly not been to waste. He wonder for a moment if Rex was still alive.

"Good. Palpatine hid their existence from us, and I didn't put the pieces together, Tup and Fives, until after." There was a simmering rage over that. More that had been taken from him. It bared out in his actions, as his right arm thumped heavily at his side.