Jack was meditating when he entered the Artica realm. He had no warning that anything was about to happen. He had, in his mind, shared everything he knew about the Artica realm with the Dao Lords. There was no reason for them to not know that upon arrival into the Artica realm they would be separated into different levels.
How was he to know that Envy had purposefully hidden that information from his brothers just to cause a little mischief?
Not that it mattered whether they knew or not. The Dao Lords had basically no interaction with Jack since their departure, and there was no reason for them to warn him ahead of time that they were about to arrive.
So when he was suddenly thrust into the Artica realm, he was not really surprised. What did bother him, however, was the lack of his ship! It was gone!
