All of the characters shown, except for the 'stock party' and citizens seem so stoic when Bahamut begins to emerge. I can't say for sure who did or didn't know, but I'm willing to bet someone did. The stock party seemed shocked because we are supposed to be them, and we're supposed to be shocked, because we don't know.

Of course, maybe Louisoix is just someone who is completely calm under pressure. I'm also especially curious about Cid because of the way he looks up at the sky as Dalamud descends... there is a moment where you see just his face.