USB, despite a common form factor, has gotten really fragmented. Even laptops and desktops will have high- and low-current capable USB ports for running certain devices. I wouldn't be surprised if the Surface one is splitting the diff, being high-current
capable only when on AC.
I did configure an external 2.5 drive myself (in a Patriot Node wireless housing) via USB before going wireless, but as I recall I my surface was plugged in at the time. I've had no problems with USB flashdrives and SD card readers on battery.
I bet that also means the USB3 port won't provide "charging" services for things like cellphones, bluetooth headsets, etc. if the Surface isn't on AC (and since the AC charger provides its own USB port as well, I'd probably never try).