You have to either plug the USB-C to HDMI cable directly into the Surface Laptop/Pro or buy an active adapter that plugs into the dock. Both of these scenarios defeat the purpose of a $200 dock. The ports on the dock suffer from similar lack of reliability, such as the Ethernet port reporting itself as unplugged to Windows.
https://www.amazon.com/Microsoft-Surface-USB-C-Gigabit-Ethernet/dp/B0883TPJ6X