I guess that this means no LTE or 3G connection built-in, which might not be such a good idea in this day and age. After all, we do know that many of us take our tablets with us wherever we go, and while Wi-Fi networks are getting way more popular than ever before everywhere, they are still not widespread enough to ditch a true blue mobile data connection, especially for road warriors.
Bear in mind that this is but a rumor, and since Microsoft has not stepped forward to deny or confirm such rumors, we would advise that you take this bit of news with a grain of salt – take two grains, too, if possible. Of course, if a Wi-Fi connection is all the Surface tablet has, this might not be the final word as future models could see the inclusion of 3G connectivity.