This is an example of the "expected" for one particular set of patient features with a single time chosen to be greater than the mean survival time for this cohort, but using all the unique institution codes for the 'lung' dataset.
(pr.fit.new <- predict(fit, newdata=data.frame(age=50, time=365, status=0,
ph.ecog=2,inst=unique(lung$inst[!is.na(lung$inst)]) ),
type="expected"))
[1] 1.1886094 1.7679429 1.6651195 1.3117278 0.7743925 0.8501810
[7] 1.9686954 1.2560981 2.5845069 0.6513932 1.1241870 1.1515346
[13] 1.1616482 1.9071766 4.2468797 0.4921904 0.5875339 0.5647238
The strata have remarkably different "baseline hazards" which produces material differences in the "expected" for hypothetical persons with the same covariate and period of observation.