OK, this is a surprise to me, and it appears to be one to the White House, where a source described themselves as blindsided by Gregg’s announcement.
The folks at TPM suggest that it might be that Gregg was the target of a wall of noise from the increasingly moribund Republican party in New Hampshire, or perhaps that the reason that he accepted the post in the first place was to run the Census, and Obama taking it out from beneath him made him change his mind, though this raises the question, “why now?” when it has been clear for a week.
I dunno, maybe someone has pictures of him with a goat. He’s a Republican, after all.