I don't think it's about expectations at all. For me it's about the state of mind I'm in when I listen to it, same song will or won't give me goosebumps based on where my head is at even if I've heard it hundreds of times.
That's a different effect. There are different reasons why you react to music. You can have a strong emotional reaction for example because it was played during a key moment of a movie you really liked, or while someone broke up with you, and then this feeling is forever fused to a song. And recalled through it. But it is well understood that music in general connects with us by meeting and breaking expectations we have about music.