It's the proprietary power+data connector that was introduced with the Surface Pro 3. And yes, it's most likely the reason they didn't go with a USB Type C connector for charging which could have done the same thing. This allows their SP3 users to also use this new "dock." Just like the new Type covers and new Surface Pens are also useable by SP3 owners.
As to why they would go to the effort to make things backwards compatible with the SP3? These are professional, business, and enterprise machines first and foremost. Entities that like to continue using their 1-2 (or even more) generations old machines. And honestly the SP3 is still a really good machine, so there's no reason for an artist or business to feel like they have to abandon their machine just to take advantage of the new dock, fingerprint recognition or pen.
If this were Apple, they'd be all about trying to force their customers to upgrade. But Microsoft is all about trying to make things as easy as possible for professionals, small business, and enterprise customers. Which isn't always something your average consumer would see or even appreciate or indeed even need. After all, how many companies still attempt to make sure their OS supports applications or hardware that is over a decade old? And how many average consumers actually care about that? Hell you can't even install the latest OSX on Intel based Macbooks released back in 2006, less than a decade ago.
Sometimes though, I do wish Microsoft would stop supporting older hardware.
I'd like to see the death of 32 bit. But that seems to be happening naturally with regards to gaming finally. At least with AAA titles.
Regards,
SB