Agreed on Thunderbolt.
Thunderbolt adds a 3rd usage for the Surface. You have tablet, laptop, and desktop. In one plug, you can get a powerful GPU, along with all the other accessories that you might have connected to a dock. You also offload all that heat generation from pushing images. I would expect that gaming would be much better with an external GPU since there is less need to throttle the CPU without the GPU heat.
For those not interested in an external GPU, it seems to be that the Thunderbolt may be gratuitous -- though the Thunderbolt would be a stock feature and would allow choosing from multiple dock options instead of being forced to use the MS dock for the SP3. By going with a Thunderbolt solution, you are also less tied into the Surface ecosystem if something better comes along in two years.