It's really only unusual for lineage B coronaviruses:

> Although they only emerge under artificial conditions in influenza viruses, these furin cleavage sites are found within several branches of the coronavirus family tree.

Even the original quote, "In fact, no influenza virus with a furin cleavage site has ever been found in nature" leaves out something important:

> the fact remains that every highly pathogenic avian influenza virus, defined by having a furin cleavage site, has either been found on commercial poultry farms that create the pseudo‐natural conditions necessary for serial passage, or created in laboratories with gain‐of‐function serial passage experiments.

That is, the authors are defining "in nature" not to include commercial poultry farms.

Do you expect it to be unusual for coronaviruses that manage to cause a pandemic? Even if it is rare, as long as it is not unique, those priors are unbalanced.