I'm not sure that this is really a slip-up; remember that Vernon hates the magic world and is in strenuous denial about it. (Remember also that the last two books reveal that Petunia knows far more about this world than she's willing to admit, even to the extent of wanting to go to Hogwarts with her sister Lily; hence presumably Vernon has almost a similar level of knowledge).
Vernon's comment is probably an expression of disbelief that there could be such a thing, rather than surprise at being made aware of it.
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