What you are saying is that he had a head for numbers.
That says absolutely nothing about his ability to function in society. He had a personal world view that was extremely self-centred and ignored most US social values. The way he operated his businesses shows that he also had no clue how to responsibly manage a business; he left the wrong tasks to the wrong people and left tasks to others that were his responsibility as CEO. He felt that telling others that something was legal was just as good as actually making sure that the things he wanted to do actually WERE legal.
So… not delusional, just ignorant of pretty much everything outside his own narrow area of expertise, and assuming that his smarts at math automatically made him an expert at everything without actually learning the details of how everything else worked.
No, you’re still missing it. It was a surprise to him, because his world view stated that what he had done should make the people in power overlook the laws he’d broken.
It wasn’t a surprise to most people. He made the wrong kinds of mistakes.