who am i kidding this is all about ninja turts

It's fitting that Raph would be the least surprised by the spectacle because he's often portrayed to be the one who best understands Mikey, even in the 2012 comics when Leo and Donnie scold Mikey for his unfocused attention in one issue (there are other examples). While they argue with Mikey, Raph is seen chilling in the background because he doesn't have that big of an issue with Mikey's attention span, and he even calls Mikey out when he claims he's not bothered by their comments as he walks out in irritation. He then goes on to scold Leo and Donnie later for running Mikey off as they look for him. He may be the biggest culprit when it comes to calling Mikey out once his attention starts to stray, but contrary to what he said in New Friend, Old Enemy, he understands Mikey quite well, sometimes better than anyone else.

So seeing Mikey pull the therapist card on someone isn't out of the ordinary for him. He knows Mikey well enough to anticipate something like this.

Leo's next in line for actually reacting very subtly to Mikey pulling Leatherhead out of his headspace.

His eyes are already widened by the time the camera pans back to him, but they widen an extra notch before he too turns back to Donnie.

Leo has borne witness to Mikey's skills plenty of times prior to this episode, and we can take their decade-and-a-half spent underground into consideration, so seeing Mikey behave so compassionately doesn't strike him as anything supremely noteworthy. But he's clearly impressed that Mikey managed to befriend the hostile mutant in such a short amount of time; he recognizes that his youngest brother is mentally intelligent and strong enough to calm down the easily angered Leatherhead while no one else thought it to be feasible.

It surprises him, but Leo understands that Mikey is the most sympathetic out of all of them, and he doesn't take long to get over his surprise.

Donnie, on the other hand, takes the longest amount of time to move on from what transpired.

Unlike Raph's lack of feedback and Leo's mental approbation, Donnie is awestruck.

As I said before, I highly doubt this is anyone's first time seeing the level of maturity Mikey has, but (and it's a very close race) Donnie's the main one out of the brothers who both accidentally and purposefully sees Mikey as the tactless, accident prone little brother everyone makes him out to be most of the time. Though he knows Mikey is proficient at critical thinking when he's needed to be, bringing in a mutant with violent tendencies and perceptible trauma that gets triggered by the mention of a name isn't a territory they've frequented.