Same thing happen to me. I just bought it off microsoft store and tried it on my surface pro 7 plus. I received same error. Went online to search for help and tried every single method but non seems to be working. My surface pro is suppose to be the latest version but I am disappointed that such accessory couldn't be use. The only port that I can get is the ethernet. The rest are not accessible at all.
On the other hand, I tried the travel hub to my old surface pro 5 connected to a usb c adapter. Surprisingly it works but that means I'm out of charging port should I use it on my pro 5.