I noticed it too, it's weird because the pen snaps in easily.
I think it was a deliberate decision on MS' part. When you plug the cord in you want to be SURE it's connected. Not haplessly plug it in, walk away for a few hours, return and find out it wasn't plugged in properly and didn't charge. My only complaint is I wish the light turned to green when fully charged.
I can't see any company intentionally making something that is such a pain in the backside. I have no issue with a dedicated power connector, just the very poor execution of it. Kudos to them for trying, but that connector should have never made it past quality control.
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