HDMI does not have separate conductors for audio which forms an integral part of the data stream so it should not matter what cable is used. The data is actually SPDIF.
In desktops some graphics cards with HDMI have their own sound card which appears in device manager. In a few cases those without a sound card have a small 2 pin header to allow the sound card SPDIF data to be added to the video data stream and quite a few
motherboards have the matching header to allow the on-board audio to be used.
If WhyJoe has audio on his system then it is hardwired inside the Surface and should work on all of them but I have found considerable variation with how TVs use the audio. Some have the ability to turn off the HDMI audio in case the source is actually connected
to a HiFi system.
I have a TV at home that has no HDMI just a DVI port but when I connect a device to it via a HDMI to DVI adapter I get audio, clever seeing as the DVI spec does not include audio.