Most of exoplanetary systems are rather close to their suns (Jupiter-like mass, Earth-like distance). Why is this unexpected?

That is not a statement of fact. Only the parts of the exoplanetary systems that we know about are close to their suns because so far that's all we are mostly able to detect.

Both close and large make the planets easier to detect. Likely we are not finding small and more than one AU, with rare exceptions, but they are in many solar systems..

You mean, 'Most of those exoplanetary systems *observed*...

Having Jupiter-like mass so close to it's parent star goes against the basics of nebular theory... it's been proposed that all the planets (or our solar system, at least) formed by clumps of rock and dust sticking together through gravity. At some point before the sun began fusing hydrogen, the proto-sun was being orbited by a dusty cloud with perhaps 100 to 200 proto-planets.
Over time, these 100-200 collided and grew, while the sun collected it's mass. When the sun finally crossed the threshold in becoming a star, there were the planets we are familiar with, for the most part - but the 'gas giants' were simply rocky planets, probably larger than Earth.
When fusion happening in the sun, solar wind literally blew the lighter gases to the outer solar system - where it was collected by the planets in that region...

Now... that's the theory in place; the explanation that's been suggested on why Jupiter-size worlds are so close to their star is planetary migration... that it formed the way our gas giants did, but spiraled inward, moving it's orbit closer to the star. (It's still being investigated...)

I like it the way people go on about "only the ones we know about", as if you can say anything about the ones we don't know about, even assuming they exist. In QM, that would be an epic fail.

The fact is that the data returned form the Kepler mission and other sources paints a strong trend of planetary systems being radically different to our solar system. This is obviously unpalatable to those of the religion that says we can't possibly be alone. Why this trend would break is a mystery. We can already detect Jupiter size planets. These are clearly indicators of the structure of the planetary system. That structure is universally unlike our solar system.

You should read up on this article for the perspective that the media (and probably nasa) doesn't want you to know:
http://www.abc.net.au/science/articles/2015/03/24/4201835.htm

Cheers!

The idea that that much mass would coagulant into the central star and not into a planetary body.

Perhaps they form as planets from material closer to the Star as there isn't much left beyond a certain distance, say 100 AU, for an average star.