Here's why:
* A sentence needs a subject and a verb. "Surprise" is just a noun, it doesn't tell us who or what is doing something.
* A sentence expresses a complete thought. "Surprise" leaves us wondering, "Surprise what?" or "Surprise who?"
To make "surprise" into a sentence, you could add more words:
* "The party was a surprise."
* "I was surprised by the gift."