While the Surface Pro X does support (and comes with) Windows 10 as well as Windows 11, Windows does not run on an Intel processor (x64), rather it runs on a Qualcomm ARM64 based processor they made for Microsoft called SQ2 (SQ1 is also available). Since it does not run on x64 hardware architecture, it apparently does not support Windows TAP drivers, which most VPN software is dependent on.
I'm okay with not having a nice, shiny, compiled VPN application to clicky-clicky on. I have an IT background, and while a bit rusty, am willing to sludge through the Windows settings to manually configure a VPN, or even multiple VPNs as needed. So while it would be great if Avast gets around to supporting Windows ARM-based devices, a native Windows VPN walk-through would be fine for me.
I just need to run on a secure network connection. The extra hassle to set it up is totally worth it for me. I suspect it would be for others as well.