Hi Clancy,
Welcome to Microsoft Community.
I'm sorry to hear that you're having trouble setting password on your Surface Pro 11th Edition.
To set Password on your device, In your current settings page, Turn off "For improved security, only allow Windows Hello sign-in for Microsoft accounts on this device (Recommended)".
Note: The For improved security, only allow Windows Hello sign-in for Microsoft accounts on this device setting will be grayed out if you do not have a Windows Hello (ex: PIN, facial recognition, or fingerprint) sign-in option available. Your SincerelyHahn. W - MSFT | Microsoft Community Support Specialist