Which dock do you use?

I suspect that the choice of whether or not to include Thunderbolt 3 is constrained by the available chip sets from Intel rather than a design intent from Microsoft. Looks like Intel is going to make that an option however (https://liliputing.com/2017/05/intel-thunderbolt-3-will-inte...) so I would not doubt to see it brought out on laptops that use chip sets that incorporate it.

We got a bunch from the first batch of Caldigits Thunderbolt Station 3.

We're eyeing the ones from OWC/Elgato/Belkin too, but they are simply not available until later this month.

I wouldn't be so sure regarding the design constraints, the Dell XPS 13 has very similar parts to the Surface Pro, but has been offering the Thunderbolt Port ever since Skylake.

Thanks, no overheating?

The XPS 13 is a nice laptop, it isn't "all in the display" though, which when you talk about volume and battery time it counts. Currently from what I can see from teardowns (https://www.ifixit.com/Teardown/Microsoft+Surface+Pro+4+Tear...) there isn't enough space for the current Intel discrete solution (but there is in the XPS 13 and there would have been in the Surface Book if they put it in the keyboard half.)

We haven't experienced any overheating yet, but they get quite warm.

You are probably right now when I look at the teardowns. It makes one wonder what the custom Surface Docks use to push all that I/O out. The ASUS Transformer 3 Pro T303UA somehow managed to cram it in though.

Everyone and their dog thinks they can design a better Surface than Microsoft. Luckily, Microsoft allows it. Have you looked into the new Eve V?

Yup, looks good although the processor selection is questionable performance-wise, sadly its not available.

Somewhat questionable maybe, but they had a number of polls among their Kickstarter backers which came out in favor of "more battery life" over "more power" or "thinner/lighter"

Good point — though I don't have any Thunderbolt 3 devices or docks, the Surface is limited by not having a Thunderbolt 3 port, because I may buy a device later, perhaps the LG Ultrafine 5k monitor.

We need more compatibility, not less.