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.
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.)