If full Skype integration could happen, it would be at least one way to not be tied to the phone itself. I don't use Skype much except to make the odd call and almost never have it running except then, but if I had it running on the WP and SurfacePro with the same account and a call came in would it 'ring' on both devices??
The way Apple has done it probably would be difficult since MS doesn't control all the hardware as Apple does. But it could be a doable function that could be on the Surfaces and WPs and any other OEM that wanted to add the functionality. If tied to the Surfaces and WPs it could be a big differentiator as to why one would want to buy both.
One other thing that Apple has made simple is the personal hotspot. If I'm on the MacBook or iPad and want to get to the internet when I'm not around a wifi hotspot, I just do it and the phone turns on the personal hotspot automagically. Turns it off again after a bit of no use too.
To use the personal phone hotspot with WP or with an iPhone from a non-apple device, I have to turn on the hotspot and then tell the computer/tablet to use it. Not as handy.