This is NOT just an external display issue. If you also have an Ethernet cable attached to the dock you'll notice you'll be on wireless when the Surface wakes up, only when you unplug and reattache the Dock cable does the icon change from wireless to cable.
It also effects USB devices where you cant get access to them.
So it would appear the Dock is not correctly waking up, either caused by the Surface not telling the Dock to wake or the Dock simply ignoring any wakeup commands.
The Fix - Easy - Drivers/Firmware.... MICROSOFT, TAKE YOUR FINGERS OUT YOUR **** AND FIX IT!!!!!!