A key piece of info was Doc talked to Danny (not long after the season ended) and asked what his options were, and the Celts then sent him a letter stating that they expected him to fulfill his contract. That was definitely a shot across the bow.
There were multiple shots, with Ainge being as respectful as possible while doing them.
The one you mentioned, just him saying he was "shocked", also the biggest one to me was Ainge saying he thought he sold Doc on sticking around through a rebuild and then saying that maybe Doc sold him on acting like he was going to stick around. That was a shot.
The "shocked" portion is being misinterpreted I think... it was to the allusion that the deal was managed, not about Doc leaving. As Ainge said, Doc was set to return because while Doc was interested in the Clippers, there was no deal in place to make it happen... but the opportunity presented itself, and the trigger was pulled.
So it was more about the deal happening rather than Doc's decision to leave that really shocked him, particularly since Ainge himself had mentioned that Doc was set to return if the Clippers deal didn't occur.