Because E3 was by far the biggest gaming event of the year, thus far in history. It would be an obvious advantage to come out and tell about it there, instead of waiting till BlizzCon, where only Blizzard fans who would buy Diablo 3 would be anyway... Seems smart to me to appeal to a larger audience, rather then to preach to the converted.
But seriously, if anywhere, it would have been at E3...
Nice find though, I'd still be surprised if they dropped the news there though. Happy, but surprised.