First, the phrase is almost certainly made up long after antiquity. Neither of the big surviving biographers (Suetonius or Plutarch) believe he said anything at all as he was killed (and how could, with dozens of abdomen stab wounds?).

Nevertheless, it is not implausible to imagine that Caesar was extra surprised that M. Brutus played a role. In fact, there were two Bruti involved, Marcus Iunius and Decimus. The latter had been a strong supporter of Caesar; the former, however, was only tangentially connected to the dictator. Marcus had been a supporter of the boni in his early career, was in Porcius Cato's political camp, and in 49 sided with Pompey (as the lesser of two evils). After Caesar defeated Pompey's forces at Pharsalus, he famously "forgave" many of the opposing senators in exile and invited them to come home to Rome. Marcus was among that number, and was almost immediately welcomed by Caesar into a series of important, inner-circle roles. This was probably political savvy on Caesar's part more than anything else -- M. Brutus was an up-and-coming politician with a famous name, good connections, a lot of money, and a 'debt' to the dictator for his clemency. It has always been rumored that Caesar was shacking up with Brutus' mother Servilia, but theories about Caesar as the secret father of Brutus are almost certainly bogus.

It is my understanding that "Et tu, Brute?" comes from Shakespeare's play, no?