I just purchased the Surface Pro a few days ago. To me, it seemed to be the best value, best portability for that price range with pretty good performance. I am a heavy gamer and I typically use my desktop for that but have been pleasantly surprised with the performance of the SP for gaming.
I have been researching $1000 laptops since my purchase to make sure I made the right buy. I recently just found this laptop:
Yea the Surface Pro and Y500 are totally different when it comes to form factor, and then gaming. The Surface Pro is ideal if you want to do some light gaming, but bring a full fledged laptop in tablet form to work or school. The Y500 is a great gaming laptop, but its a laptop and not a tablet.
I already understand that you have a gaming desktop anyways. Personally I wouldn't see any reason to return the Surface Pro for a laptop, unless you're planning on LANing with friends or something.
I would say that if you are happy with the SP then keep it.
The portability is probably the best feature and based on what you stated, it's performance exceeded your expectations. If you value portability over game performance then stick with the SP. If you want to trade off some portability for more gaming performance, then go with the Y500.
I generally carry around 3 devices with me from time to time. A laptop, 4.3" smartphone and a 7" Android tablet. All of them serves different purposes. There are some overlap in capabilities, but each fills it own niche. For example, if I really had to I could read/study on the go with my 4.3" smartphone since I can easily pull it out and put it away on a crowded train. However, the size of the fonts in my textbooks are really small and while I can read those textbooks on my smartphone it takes a bit more effort to do so than on a 7" tablet. Plus I am probably straining my vision do so; okay for a short period of time I suppose, but definitely not a good thing to do in the long run.