Here is another perspective, which perhaps shifts where the intrigue should be directed. An important question to consider: How do you define $\pi$? If you take the definition of $\pi$ to be the usual one we first encounter involving circles, then it is fairly remarkable that this geometric constant should have anything to do with the complex function $e^z$, defined in terms of a power series.
To see how remarkable this is, let's go backwards. Let's define $\pi$ completely in the context of complex analysis. So for now let's forget what we know about $\pi$ as it relates to circles and trigonometric functions.
As others have noted, having appropriately defined radius of convergence of a power series, one can show that the series
$$\sum_{n=0}^{\infty}\frac{z^n}{n!}$$
converges everywhere, and thus defines an analytic function on $\mathbb{C}$ which we call $\exp$. Something helpful to notice right away is that $\overline{\exp(z)}=\exp{\overline{z}}$. Also, power series manipulation will show that $\exp(y+z)=\exp(y)\exp(z)$, so that for $a,b\in\mathbb{R}$
$$|\exp(a+bi)|=\sqrt{\exp(a+bi)\exp(a-bi)}=\sqrt{\exp(2a)}=\exp(a)$$
This shows us that if $|\exp(z)|=1$, then $z$ must be purely imaginary. Now, make the following definitions:
$$\cos(z)=\frac{e^{iz}+e^{-iz}}{2}\qquad\sin(z)=\frac{e^{iz}-e^{-iz}}{2i}$$
Notice it follows that $\exp(iz)=\cos(z)+i\sin(z)$ and $\cos^2(z)+\sin^2(z)=1$. At this point, with such familiar formulas, you may be tempted to just "plug in $\pi$," but remember, we don't know what $\pi$ is yet. Even if we did, we certainly don't know the values of $\cos(\pi)$ or $\sin(\pi)$ because these functions are defined in terms of infinite series.
The next part is the trickiest. Here we show that $\exp(iz)$ is actually periodic, that is, there is a constant $c$ such that $\exp(i(z+c))=\exp(iz)$ for all $z\in\mathbb{C}$. Notice if such a $c$ existed, we may plug in $z=0$ to obtain $\exp(ic)=\exp(0)=1$, so that $c$ must be real (based on our computation of $|\exp(a+bi)|$ above). To find $c$, it can be shown (using the intermediate value theorem) that there is some smallest positive real number $d$ such that $\cos(d)=0$. From this, and the formulas $\exp(iz)=\cos(z)+i\sin(z)$ and $\cos^2(z)+\sin^2(z)=1$ it follows that $\sin(d)=\pm 1$, that $\exp(i\cdot d)=\pm i$, and that $\exp(i\cdot4d)=1$. Hence, our desired period is $c=4d$. Notice along the way we proved that $\exp(i\cdot2d)=-1$.
Now, make the following definition:
$$\pi:=2d$$
Well, we're done. We've shown the formula $\exp(i\pi)=-1$, and you're right, from this perspective, it is rather unremarkable, because all we've done is call $\pi$ something we want to make the formula work.
Now, to see why this formula is indeed remarkable, spend a minute thinking about how the same constant we just defined (using power series, complex analysis, and calculus) also satisfies the following:
The ratio of the length of the circumference of any circle to the length of its diameter is $\pi$.
Remarkable if you ask me.