Well. My communication with my H is extremely limited (my choice, not his, and I think it bothers him, if you read my thread), so bear that in mind, but.
I would consider not replying. If you have to reply, I would consider something extremely short such as, "Thank you for letting me know" or even just "Thanks!"
I'd leave out any of the "emotion", which is what "I'm not surprised" is. Remember, you want to keep the road home paved and smooth, and making him feel bad just drives him closer to her.
H: 39, Me: 37 SD: 18, S: 7 M: 9, T: 10 "I love you but am not in love with you" - 5/11 Discovered online affair - 7/11