Should has several uses, not all of them strongly related. This is a very specific one.
Maybe André is from the US, I think this construction is largely used in the UK, consisting of: main clause expressing an opinion + 'that' + subordinate clause with 'should'.
"I was surprised that you should treat me so." simply expresses my surprise at how you treat(ed) me, I could have used 'treat', 'could treat' or 'treated' instead.