Unexpected, but not without precedent. XNA on Xbox/Windows Phone 7/Windows, Unity3D across its range of supported platforms; it'll be interesting to see with Sony come up with.
Microsoft and Sony are direct competitors with XBox and Playstation and they have a history of doing the exact opposite of each other. Unity3D is a third party system, in the same way Unreal Engine is, and what third parties do isn't surprising one way or the other.
What is surprising is that Sony has taken a Microsoft invention and said "We'll be using that too". Not, "We've created something brilliant (and oh, yeah, it looks just like this thing from Microsoft)", or "We're using Java", or "Dalvik" (since Playstation Suite taps Android devices too).
