Trust me, it's not the connector damaged or dirty. This was the behavior, brand new straight out of the box. I even cleaned the connector and it still only worked in the one direction.
For the Surface Book 2, if you think about it, this behavior makes some sense. I'm sure that USB-C port shares a data lane with the Surface Dock first gen, second revision. At least I think they made a second revision. Anyway, I'm guessing that both, the Surface Book 2 port and the USB-C port can't be used at the same time, because I'm sure one of the things would be, powering the docking station, Surface Book 2, and whatever you happened to have plugged into the USB-C port would be impossible. Just guessing. I'm sure it's some other thing that actually prevents it from happening since I'm sure both of those same ports are shared and whatever some new spec that's out now, that USB-C or Surface docking port, doesn't have. I'm not sure about the Surface Dock 2, since I don't have one, but after seeing multiple people in this thread and others returning the SD2, switching the SD2 connector should be on the list of things to try.
It's no big deal to me. It was like an ah ha moment, because that was the last possible thing I thought to try. I just mentioned it, because I've never seen anybody mention it in any forum. Especially when I initially got my SB2 and the docking station at the same time.