I just got my results, which also had a couple of surprises. I'm fairly certain of my German ancestry (2G grandparents along the paternal line) because of the ample documentary evidence, but the AncestryDNA results showed no German connection.
That doesn't mean the AncestryDNA results are wrong or that my "German" ancestors weren't really German. My great-grandfather on that line married a non-German. Their son married a non-German. Their son (my father) married a non-German. It's no surprise that the German-style DNA failed to reach me.
AncestryDNA results confirm presence, not absence. Presence in the DNA confirms presence in the family tree. My report says I've got Scandinavian ancestry, so I've got Scandinavians in my family tree (somewhere - haven't found them yet). Absence in the DNA does NOT mean there's absence in the family tree. Lack of German DNA does not mean I have no German ancestry.
As a parent, you give half your DNA to your kid, and you don't get to pick which half. Compare it to socks. If all my socks are black, then when I give you half of them, you know you're getting black socks. But if half my socks are black and half are blue, my random donation could be all black, all blue, or a mixture. You then have your own mix of black and blue socks from me, and (suppose) white and gray socks from your mother. Then you have kids; when you give them half your socks from your black/blue/white/gray collection, there might or might not be any black socks in the mix. When your kid takes the SockDNA test, they could show up with 0% black socks, despite solid evidence that certain ancestors had black socks.