Yes, but the characters would only be wondering "WTF" if they lived in a world in which every person who held a particular occupation learned the exact same skill set in the exact same order. If they live in a world in which every person develops their talents at their own pace, and in their own particular order, then there's no confusion.
Embedding identical class progression into the fiction is an aesthetic choice, and not one I'm a fan of unless LitRPG/progression fantasy tropes are designed into the setting. (Which I have done before!)
The idea that there could be hordes of low level characters across the world with the exact same training, regardless of their origin, is also a bit dubious. That'd be as if our world no longer had different chef schools or martial arts styles.
We know that this probably isn't true, and not everyone who could be a Fighter is actually a member of the generic Fighter class. And the game reflects this. A Hobgoblin has an unusual ability to wield a sword? Well, he just went to an elite Hobgoblin academy. Why can't you go to that academy or learn that technique?
The same reason that the Hobgoblin can't use Action Surge. It's something his academy didn't teach and yours did. From his perspective, in fact, he might be wondering "how the hell did that guy make so many attacks?! Nobody I know can do that!". And he has no answers.
Furthering this point, sure, the Fighter's ability to take an extra action is defined. But let's look at the description given:
Action Surge
Starting at 2nd level, you can push yourself beyond your normal limits for a moment. On your turn, you can take one additional action.
Once you use this feature, you must finish a short or long rest before you can use it again. Starting at 17th level, you can use it twice before a rest, but only once on the same turn.
"He pushes himself beyond his limits" is a terrible explanation for how the Fighter can basically alter the flow of time itself. Even magic (Haste) can't double his Extra Attacks, yet this is something every 2nd level Fighter learns to do!
In fact, every ability in the game could be described thusly! "How do you take half damage from swords when using Rage? How do you stun people by punching them? How do you turn into a bear?"
"I push myself beyond my limits!"
Now, I can already hearing the people who want more explanations saying "well, that's exactly what I'm talking about! WotC should give us more information about how that ability works too!".
But think about how big the gamebooks would have to be to do that! And while you might fork over 100 bucks for a double-sized PHB full of in-game lore about every special ability that defies belief, how many people wouldn't?