I also have this "Unregistered Device SE" and I'm on my third replacement unit.. this is the first time I've seen this in the sleep study, and I feel that this unit by far has the worst battery life of the others!
That being said, I still get a good days use of it!
I was in a long conversation with tech support about this issue, and they would dig deeper into this, so I will report back if anything come up. I would very much prefers not to send this in again, since everything else seems to be running smoothly.
My guess is, that this "Unregistered Device SE" is a fault, driver or hardware, on a new production iteration of the Surface 2.. since my current unit is said to have been made in March! I'm hoping this is resolved in next weeks firmware update!