Totally agree. Also factor in the hit to battery life. The redesign and manufacturing process of adding a sim card slow. Adding a cellular antenna into the mix (GSM/cdma versions, finding internal room, added heat, and fact that cellular doesn't travel through metal or screens easily). Plus the fact Microsoft has enough driver issues with just WIFI, adding communication card with drivers, URGH. Adding several hundred for $$ to an already poorly spoken of high price.
If you think about it the surface pro is more of a laptop than tablet. This time even Microsoft leans that way (comparing to MacBook this time and moving from 10" to 12"). Now tell me how many laptops out there offer mobile broadband. Then add in the complications of the surface laptop being housed in a tablet (fully sealed metal body).
With the surface pro not selling well at all first 2 versions, and the pro 3 finally starting to show some positive numbers (yet still not selling on a massive scale like iPad), and high price (yet accurate and competitively priced yet still expensive), and factor in all the complications of making this happen. Then factor in warehouse and showroom stock it would take. Then take the actual amount of people that would buy this. What you are left with, is few sales, a lot of $ spent on updating design and implementing chip, and a whole 'lot' of sitting/unsold devices. I don't see the payoff.
Yes it would be nice and welcomed. But I for one wouldn't buy a cellular one. That's 1 more 2 yr contract/line, taking away from my avg 6.5 hours of battery, and costing me more $ for. Theres no way. I can tether just fine, and with 1 push of a button on a phone which gets all day battery with/without tethering.