Market Behavior under expected and unexpected news
Short answer: the market has a forecast of the government numbers but the market considers the actual government numbers to contain information not available to the market. Therefore when unemployment  is lower than the market forecasts this indicates that on average things will be better than than the market forecast before the release. This is not to say that the forecast has no use, nor that the government number is perfect. Instead, it merely requires that there be some information in the release not in the forecast such that differences from the forecast are informative.