Arabian Knight :
I never understood why people need 4G built in their notebooks/Tablets.
Just buy a Mifi device and leave it in the notebook/Tablet bag ... it is smaller than the power adapter !!! and has a 10 hours built in battery , and will save the battery life on the notebook/Tablet. and finally can be used as a router for any device you have , being Mobile phone , or a friend next to you.
One reason why it's not as easy as built-in LTE is that it's "yet another device" that the end-user has to carry around. Sure, a small Wi-Fi hotspot is small & easily portable, but when it comes to supporting & carrying such items as a business traveler, less is always better than more. Some of the same items that you mention as positives can just as easily be a negative.
1) You have to make sure your VPN works through it as it usually is a NAT router & some VPN clients have issues with multiple NATs
2) You have to make sure it's charged, and then you have to turn it on & off as needed, especially when traveling for business over many days, otherwise risking not having it charged when needed
3) You have to make sure you bring it with you, and you have to make sure you don't lose it or get stolen
4) It doesn't really save power as you have to keep Wi-Fi going on your Surface to connect to it; integrated LTE can sip as little power as Wi-Fi does
I'm sure we could nitpick the items above, but I can tell you myself that when I travel for business, it is a relief not to carry another device.