I think you mean "I can't say I'm surprised" -> this is not at all surprising. But that's just one negative.
Last time, someone described how this is quite common, but that the opposite - "double positives" were always positive as there's no negation.
Then someone else replied: "Yeah, right!"
"I can't say I'm surprised" or "I'm not surprised" would be much clearer here if the intention is to say this is NOT surprising. "I can't say I'm not surprised" is confusing enough that the intention is not clear. Logically it implies surprise.
Makes me wonder if it might be a linguistic eddy echoing from the clash of Germanic and Latin-based French, where negation contracted with the word is also very common (no idea if n'est and friends had been a thing in French at the time that clash happened)