Because it didn't kill him. (Remember that, although he was shot by a Dalek's extermination ray, it was obviously at severely reduced power. For one thing, he was still able to talk afterwards.)
The Doctor regenerates after he's suffered a fatal injury and died. Mortal injuries that do not in the end kill the doctor do not themselves trigger a regeneration.
As to why it's plausible that anyone could have been shocked by seeing the Doctor's apparent corpse, remember that (1) of the three who saw the corpse, neither Amy nor Rory had ever seen a regeneration, and the Doctor himself was aware that he was on his last regeneration and (2) neither the Doctor nor River long believed the "he was killed" claim.