I can confirm that switching to N mode works stable and no disconnects experienced at all. WiFi connects at first attempt.
But I have also googled the net and found that there is a way to have stable WiFi also in AC and AX modes. You just need to set advanced property 'MIMO Power save mode' to 'No SMPS', as in the attachment.
Hey Microsoft, please fix this issue permanently as your clients buying top of the shelf product may be very disappointed that shiny new Surface Pros have such basic issues.