Not that I want to put words in anyone's mouth, but I don't think he was surprised so much as frustrated. That said, the Yankees have had very good luck with injuries, despite a team that's pretty old on balance. So they were probably due, in the big scheme of things.
And laugh this off if you will, but it seems more likely than not that Sheffield used steroids at one point. He presumably no longer does. The whole point of using roids is to allow your body to heal more quickly and more thoroughly, and thus making your body less susceptible to injury. He tore a tendon in his wrist, if I remember the report correctly. That strikes me as the sort of thing that could potentially have been affected by his post-roid body (unlike, say, a broken bone). There's obviously no way to prove that and it is, I admit, a loose connection, but it warrants mention.