Sadly, I have to agree. I recently got a Surface Pro 4, complete with docking station, to replace my desktop as my primary work computer, so I could expand my work capability with some mobility. The dock is connected to two identical external monitors, and numerous other peripherals typical of an IT professional. The Surface and dock drive the monitors just fine, except if the device tries to "sleep" the monitors. I noticed that when this occurs, the monitors will activate and deactivate on an intermittent cycle. If I time it right, while the monitors are truly asleep, then when I wake the Surface the monitors (usually) come back on with no problems, and my current window arrangement remains unchanged. However, this can be tricky since the two monitors are not always both active or inactive at the same times, and if either monitor is in an "active" state when I try to wake the Surface, then that monitor will not reinitialize correctly, and the Surface will not detect that monitor at all, rearranging everything open to just the one remaining monitor. (if both monitors were "active" when I try to wake the Surface, then no display is initialized at all, and I can't even log back in) When this happens, I found that physically powering-off the affected monitor, and then turning it back on, will cause the Surface to recognize the monitor and restore display to it...but all my desktop arrangement is still messed-up, causing a lot of annoyance and wasted time as I have to move everything back to the way I like them. This still holds true even if I restore the connection to both monitors before logging back in. Basically, I have to wait until both monitors are fully asleep at the same time, before I even so much as tap a key on the keyboard to wake the Surface, otherwise I end up going through all the above hassle.
This problem does not occur when rebooting the Surface, or when removing and re-attaching the Surface from the dock. In these cases, the displays are initialized fine, but removing the Surface from the dock and reconnecting it always sends a hurricane through my desktop (and it does not seem capable of "remembering" my preferred layout when on the dock, vs off the dock), so I'd rather not do that.
I'm an IT professional, so ensuring all drivers and Windows Updates are current is a no-brainer and very routine for me. I even installed the Surface Dock Updater utility as Guia instructed above, and updated the firmware in the dock. I notice slightly increased general stability of the dock, but this primary display issue remains unchanged. Still exactly the same behavior when the dock tries to turn off the external displays.
Thus far, the only solution I have found is to go into the Power Options, and tell it to never turn off the displays while plugged into external power (since it will never be running on battery while connected to the dock and driving the external displays). This is not an ideal solution, as it means that I basically have to either shut down the computer when I know I will be away from the desk for a while, or manually turn off the monitors before I go away, otherwise the displays remain fully on & active the entire time I am gone...a very large waste of energy. Fortunately, I usually take the Surface with me when I leave at the end of my day, so it is only an issue during my workday. But this would be a larger issue for anyone who has to leave the Surface on and connected for extended periods, such as if there is a long-running task that they need to leave going overnight. Even small periods throughout the day still add up to increased energy costs because of this issue.
In the end, all of these reports point to the same conclusion: there IS a problem, and Microsoft needs to STOP IGNORING IT or giving us the canned "install all updates" response, and JUST FIX IT.