She reacts when first informed.
While subtle, the script has Leia clearly reacting to the news from Luke. However even before confirming that she's his sister, Leia has pieced together the puzzle. She is shown being distraught and frightened.
He's my father.
There's more. It won't be easy for you to hear it, but you must. If I
don't make it back, you're the only hope for the Alliance.
Leia is very disturbed by this. She moves away, as if to deny it.
Luke, don't talk that way. You have a power I--I don't understand and
could never have.
You're wrong, Leia. You have that power too. In time you'll learn to
use it as I have. The Force is strong in my family. My father has
it...I have it...and...my sister has it.
Leia stares into his eyes. What she sees there frightens her. But she
doesn't draw away. She begins to understand.
Yes. It's you Leia.
I know. Somehow...I've always known.
Return of the Jedi Script - IMSDB
Now while her tone changes quite quickly, and the revelation to her doesn't lead to the same emotionally charged outburst that it did for Luke, she clearly still shows surprise. The way she took the news seems to reflect on her character. A hardened rebel who'd grown up royal but amongst the hardships of the rebellion fighting for what she believed to be right. Whether she ever accepted Anakin as her father is unclear. However in The Force Awakens and The Last Jedi, she kept her name of Organa and seems to value her adoptive parents more than her biological father.
In the official canon junior novelisation published in 2015, Leia's reaction is further described.
And now a lot of things begin to make sense to Leia. Things that have never made sense before.
“Yes. It’s you, Leia. You are my sister.”
Yes, just like Luke, she feels the truth of this immediately. But what a truth to finally acknowledge! Finding out that Luke is her brother should bring her joy…but to learn that the dreaded Darth Vader—who captured her, imprisoned her, even tortured her—is her father? Alas, the joy of gaining a brother is lost for now in the shadow of their dark father.
Star Wars: Return of the Jedi: Beware the Power of the Dark Side! Chapter 49:
In which Leia Learns the Truth at Last