Well, given that he was preparing to lobby on behalf of the Colombian government for a free trade agreement that Hillary Clinton has been opposing, it's hard to believe that Penn would be surprised at the reaction from the campaign.
Could it be that he just really didn't care all that much anymore, given that Hillary owes him $2.5 million and her quest for the Democratic nomination is looking more than a bit quixotic?
Nope, it's not the most loyal move in the world -- but what's actually most surprising isn't how many Clinton retainers are disloyal; rather, it's that so few of them follow the path of Dick Morris and George Stephanopoulos, given the legal troubles that have dogged so many of those (like Maggie Williams herself, Bettie Currie and others) who've worked for the Clintons.
Anyway, look what all of it got Penn -- the Colombian government fired him, too.