I had the exact same problem and was also fuming about the oversight/plain idiocy from the Microsoft engineers, luckily I've figured out a solution.
Since there is a way to boot from a USB device, in this mode the USB port should be enabled P).
So- a combination of both advanced startup and boot from USB device mode should do the trick:
1) Do all the steps to get to where Windows describes what "Advanced Startup Mode" means and shows the "Restart Now" button as described here (right before step 3) Windows startup settings
2) Right after clicking "Restart Now", and before the device physically restarts, press the "volume down" key on the side of the Surface Pro. (This enables booting from a USB drive - and the USB port!)
3) Once the Surface screen is up you can let go of the "volume down" key
4) You should be able to use a USB keyboard with the Advanced Startup Settings menu
Is there a timing trick to this? Ive tried this with my new pro, so I can install a serial to USB driver for my printrbot. No luck thus far.