Factual error: Ben Stiller buys Champagne in a drug store, yet in NY the only legal place to buy wine/champagne is a liquor store.
Factual error: The opening scene outside the pre-school is supposed to take place in Chicago, but actually is somewhere in New York State you can tell by the postcard-like registration sticker in the lower driver side windshield of the cars.
Factual error: Greg's flight back to Chicago was leaving LaGuardia at 2:35am, only problem is that LaGuardia doesn't fly past midnight, they shut down. They should've used JFK which is 24/7 and only 15mins away from LGA, or Macauthur which is even closer to Oyster Bay.
Answer: Greg was probably surprised at just how "richy" they really are. Because lacrosse camp seems like a really rich, preppy thing to do. But mainly, I think he was suprised because he did not know that his girlfriend's ex and his girlfriend's sister's fiance knew each other. He didn't realize how connected they all were.