Nature editor Henry Gee, a palaeontologist and evolutionary biologist, said a feathered dinosaur with a wing membrane "is not something anyone would ever have expected to find."
As a complete lay-person, I wonder why that's the case.
If it's accepted that there is an evolutionary link between dinosaurs and birds, then to me, there must have been a point in the evolutionary process where you would have pre-bird lizards with some type of wing, or post-lizard birds with wings, and therefore the existence of fossils of these must have been expected to exist, even if no-one had yet found one?
The fact that there are no obvious signs of feathers on the wing doesn't mean it's much different anatomically to present day birds - feathers on flight surfaces were perhaps a later refinement.
My roast chicken this weekend had a wing membrane without feathers...