I don't think so, I think it more means it would fall more in line with other observations, whereas other (currently just as plausible) theories would mean we saw something very new.
The "comet" theory, for example, suffers from the fact that while we observed acceleration from the object, we haven't yet found evidence that there was any gas or matter being expelled from it that would cause the acceleration, which you'd usually see with a comet.
It would be less surprising for someone to come out tomorrow and say they found evidence of matter being expelled from the object, suggesting it's a comet, than someone proving it was a solar sail, but that doesn't make it more likely based on the evidence itself (and not our preconceived notions of how common certain stellar objects are based on our very tiny observational window).
I think of surprise as the effect of data on the update of your prior probabilities. If you previously considered an hypothesis unlikely, but the data changes that probability to be much higher it is a surprise (same with voting a prior high probability down).
It depends on what is meant by "the most likely case".
Considering that we have no knowledge or data on these objects we in fact cannot assign a statistical likelihood on what it is.
On the other hand, we know of objects flying around the solar system: comets and asteroids. We therefore assume that it should be something similar and that's what would surprise us the least.
