There are definitely issues with wireless networking with the SB. For one, Microsoft changed some of the fundamentals in networking for Windows 10, which can cause things not to work. As an example, we have a Cisco-based WiFi network here in the office that is on the old side. No matter what I try, I cannot get the SB to connect to it. I've spent countless hours with tech support and many hours on my own all to no avail.
So, in other words, from my own experience and what I've read, yes the Surface's can be finicky about wireless connections.
Perhaps if you change some of the security settings on your hotspot you might be able to make it work. Are you using, WEP, WPA, or WPA2? Have you tried it without a password just to see if you can connect that way (not that you'd want to do that normally, but just for troubleshooting). There is also a method for copying the wireless profile/configuration from your old laptop to the SB that might be helpful, too, though it is fairly complicated.