Here is the reason why my surface pro 4 devices i5 and i7 was returned in a past thread; did not feel like always doing these work arounds:
Based on my experience, the SP3 i5 thermal throttling is severe, both on the CPU and GPU side. The SP4 i7 on the other hand both suffers from power throttling and thermal throttling although it's much less critical than on the SP3. I've observed power throttling using the 35 W adapter, but haven't seen it by using the 65 W one. Power throttling happens with the 35 W adapter, 'cause it doesn't supply enough power for the whole package (tablet) whenever the i7 is running as a sustained loaded (greater than 15 W). Thermal throttling kicks in whenever the back case sensor crosses a certain temperature treshold. I've done some gaming sessions. By plugging a USB fan and pointing it straight at the back of the SP4, I can easily increase my framerates by 20 % (I guess the sustained TDP using a fan is a bit higher in that case). For instance, I get about 2200 3DMarks 11 without a fan and easily 2500 - 2550 /DMarks using a fan. Of course, in both scenarios, I'm using a 65 W adapter (to avoid power throttling).