I think an important thing to note about the fan reaction is that it isn't actually a "we didn't see this coming" type of shock, it's more of a "we didn't think they would actually do this" kind of shock. The possibility of Kaito and Shinichi being related has been considered a crack theory for a really long time, and when the staff revealed that there wouldn't be any pre-release for the movie because of a certain "spoiler", many were already making jokes about the said reveal being kaishin actually being related (which ended up being correct). But it was simply treated as such: a crack theory. Basically something that the official source hasn't disproved but also seems too "out there" to be true. Hence the surprise when it actually did turn out being true.

Also the episode with Yuusaku and Toichi didn't actually reveal anything about familial relations — it's basically just a nudge towards that direction. A hint, but not a confirmation. In the episode/chapter, Toichi says "I am your little brother" to Shinichi, and the explanation officially given with regards to this line is that it's about Shinichi and KID. Toichi speaks this line as KID, who is Shinichi's little brother because Yuusaku is the one to give him his name, essentially giving birth to "Kaitou KID". This is the official deduction given and there are no other hints that tell us that there was any more importance to that line besides it being part of the riddle. It was never brought up again after that.

Besides, the anime staff wouldn't have made a big deal of the reveal of Toichi and Yusaku being brothers (by cancelling the pre-release so that people won't spoil it, and by putting the said reveal at the post-credits for the most impact) if this was already confirmed beforehand. What would be the point of putting that much importance to something that was confirmed 600 episodes ago? The answer: there was never a confirmation to begin with. It's only in movie 27.

A lot of people also point out Kaito and Shinichi's similarity being the most obvious hint too, Kaito isn't really the only character acknowledged by the characters themselves to look like Shinichi. Okita is there, and Heiji literally tries to gaslight the media when Shinichi appeared during the school trip by telling them that it's actually Okita. So if people thought Kaito and Shinichi are related simply because of appearances, then Okita would probably be related to them too. (Who knows, maybe we get another reveal in the future, heh). For the longest time too, many assumed the jokes poking fun at their similarities in appearance are a callback to the fact that Aoyama recycled his character designs from Magic Kaito for Detective Conan, just with minor tweaks (Kaito - Shinichi, Aoko - Ran, Ginzo - Kogoro).

On top of all of that, I think a lot of people are just bummed out that such a major reveal was done in a movie that isn't part of the canon, as opposed to being revealed in the main series. And the fact that it's been 30 years too long.