Great Pyramid, twice the length of one side, divided by the height, is approximately pi. This relationship may be a coincidence. And, as I said above, knowledge of pi is not very exciting. And the more or less accidental use of pi, measuring distances with a wheel perhaps, is also possible. After all you don't need to know the value of pi to use a circle.
Some people also seem to be amazed that pyramids are found in other parts of the world.
On the other hand, they are probably not amazed that rectangular buildings have always been popular. A pyramid is a relatively simple shape. I think that it would be amazing if only one culture made buildings of such a simple shape. And of course these people know absolutely nothing about archeology of the major pyramids. These structures are royal tombs, simply one element in a whole complex of buildings, all of which were related in their funerary purposes.