When it comes writing I could choose to either reveal that something bad is going to happen, moments before it happens in order to build suspense, or I could go for maximum surprise. Here is a movie scene as an example, where they choose suspense instead:

Patriot Games (1/9) Movie CLIP - London Ambush (1992) HD - YouTube

If they wanted to go for maximum surprise, they wouldn't show that there are crooks getting their guns ready and putting on masks, and start up the car. They wouldn't play suspenseful lead up music either.
They would just show Harrison Ford, going to meet his family with no lead up music, and then all of a sudden the villains pull up and jump out, without any hints at all.

I prefer the maximum surprise option more often than not, but why do so many directors seem to prefer the opposite, and, is that usually better?

Read Hitchcock on this subject before starting yet another thread.

Oh you mean Hitchcock's bomb under the table analysis? I've read that, but I was just wondering which approach is better, or is there is no better, and it's all about the preference of the director?

It depends on the story, you're looking for rules again.

Even with surprises there are often set ups going on in the moments before the "surprise". Audiences are pretty smart in spotting that something might happen.

EDIT In this case it's a plot point that Sean Bean's character is established before the attack, because it's important for later in the story. You can't look at things just in isolation as a single event,

I'm a little odd on this particular subject. I cannot watch, knowing something is about to happen. Even less exciting things. If the married man and the girlfriend are canoodling, and the next cut shows the wife parking the car, then cuts back to them unaware, then cuts back to the woman walking along the driveway ..... I go and make a cup of tea. I cannot do this kind of audience warning stuff. Pathetic, but I cannot. I CAN do it if the story make me know that the discovery is a positive thing, so two baddies completing the bomb assembly and the hereto arriving outside rather than the wife - I can happily accept and watch avidly. The little girl waiting for the heart transplant organ to arrive, and the ambulance getting stuck in traffic, I cannot.

As a result, I avoid this kind of scenario. Stupid, but I cannot do it.

Yes they would have to reveal the info about Sean Bean's character after the fact, if they chose to have it be a surprise.

What about this example here:

Eraser - House Attack Scene (1080p) - YouTube

Would it have been better if they did not show any villains watching her, house and you don't find out her place was being watched until the first shot was fired through the house?

An important part of writing a script or the editing is the set up, if you don't provide set ups at some point in the film the audience will get confused.

Why would it be more interesting story telling, in this case, to just show bullets coming into the house?

There are films which don't show the villains. for example., "The Godfather 2", when Micheal and Kay get shot up in the bedroom. In this film the story gets told through members of the "family", so the audience doesn't know anything that they don't know. However, events like this are part of their world and there is a bit of a set up in the moments before the shots, when Micheal realizes something isn't quite right.

The Godfather Part 2 - assassination attempt - YouTube

In this case, the assassination attempt itself is a set up for the rest of the film

Oh yeah, I was going for something more like The Godfather Part II, but wonder if it's too much of a surprise, instead of building the bomb under the table suspense.

It depends on the stroy and who's viewpoint you're telling from. Does the audience know more than the protagonist or do they learn things as the protagonist does. You need to be consistent which of these it is.

This type of structuralist dichotomy analysis is rarely helpful. We are faced with jaded audiences which expect a bomb to go off if four people are seated around a table, or where there is a closeup of a key being inserted into a car ignition (tricky anyway now that car ignitions no longer have keys) and who can no longer tell if they've already seen the movie they are watching. The challenge is to create something novel, if not new.

Indeed, you don't need much these days, given the expectations in the modern world and the audience's knowledge from previous films they don't need much to be expecting an explosion.

Oh okay. I guess my concern is, will the audience stay interested enough, if they do not know about the bomb under the table ahead of time.

There is also a surprise in the script, where a character you think is good turns out to be bad later, but will the audience stay interested until then, or do they need to know about that bomb under the table ahead of time to get them excited enough to get all the way to the twist.

Some movies choose to give the twist away, thereby not making it a twist so much, such as Vertigo and The Departed though, so perhaps the filmmakers there felt they needed to be given away ahead of time to draw the audience in more?

All that is in how well you've written the script. There are characters in films and other stories who aren't what they appear to be on the surface. If the audience loses interest it's probably because you got a poorly written script or an average script poorly executed.

Again, don't expect solutions to that in a forum.

There's a UK TV series - running to quite a few series now - Call of Duty. A police drama. I quite like it and NEVER - EVER spot the clues and red herrings the series is peppered with. If you go back and watch them again, they are so obvious I'm amazed I didn't get them. Once you know, you can actually watch the series develop again, enjoying it twice. It's very clever and skilful writing. This is the key to the entire thing. An excellent script and you can stop worrying.