Well, I also was thinking about playing on my surface. But then I decided to keep playing games on my desktop computer as before. For me there is one very big reason: Heating up the surface. Over the years with ususal computers, I found out that the "creme" (sorry, I´m german) between CPU and cooler ages in time and is no longer working good. This happens sooner, the more the device is used in high load. This leads to a lot of fan activity which leads to fan dying earlier (Lagerschäden, in german). Which will finally lead to a loud surface with fan almost running every time.
So I think its not wise to play on a surface. Yes, its possible but its not wise. Games needs to much calculating power and produces to much heat. At least for me.