How a reader could find Jim more sympathetic because of Huck being surprised after whatever Jim does.

I think that Jim is a sympathetic character from the beginning. He is a slave who loves his family deeply. He escapes after hearing that he would be sold off to someone far way from his family. Jim is honest and loyal to his friends. Jim certainly believes in the superstitions of his heritage. They are beliefs intermixed with parts of Christianity which give meaning the their lives and probably help them to survive in the slave culture. Huck, of course, is surprised but he is never really mean about it. Jim is a sympathetic character but not because Huck is somehow especially insensitive to him; he's just a decent guy trying to stay near his family.