I have a Surface Laptop 6 and a Razer eGPU enclosure with a Radeon 6600 XT in it and it works fine. The manufacturer will list what sorts of GPUs are compatible, assuming you get a brand name one and not some cheap no-name Amazon job.
Honestly if you have the money, go for a PC. The mobile CPU in laptops/tablets will your biggest bottleneck. Get a decent CPU, motherboard and PSU and the best GPU you can afford and it’ll probably out perform the Surface.
Dude was prime minister 80 years ago champ. He’s a little before all of our time.