That doesn't sound right, though maybe I'm just not understanding you. Let me try and explain it. Like the Surface RT, the Surface Pro has a magnetic connector for the power supply. Rather than "plugging in", the connector just needs to make contact, and the plug is then held in place via magnets.
The pen has a magnet that's the same size as the power connector. When the power supply isn't connected you can "connect" the pen instead.
I could have sworn I saw an image with the pen connected, but I can't find it now.