After all, being part of the same language family doesn't imply that strong a connection - English resembles, say, Farsi very very little. It just means that "the people who spoke language A at one point split off from the same people who split off to speak language B". From that angle, that the same language family is spoken in New Zealand and Madagascar is roughly as wild as the fact that homo sapiens lives in both places.
What's really wild is that modern linguistics has managed to demonstrate that the Austronesian languages are related across those vast distances and time spans.