Well since he dug up Franks family, pissed all over them and left them there he expected the punisher to take it personally to really hurt him out in the woods, incidentally the same woods as where he shot his father, but when frank shown him that all that making it personal did was make him die a little slower he was surprised. Frank isn't one for personal feelings or unthinking rage.
gutshooting someone to death IS torture, and half of this ******* comic was nothing but unthinking rage. (right up until he gets shotgunned in the chest, after which he claims he "woke up")
Still, I dunno. It feels like he was expecting something related to the woods to happen, rather than just generic torture/murder.