I think (without looking) that "across surfaces" really only refers to Space Platforms, and likely only those "parked" at the planet you placed the chest on. Of course, the actual developer can correct me if I'm wrong.
No, they are definitely supposed to work across surfaces -- this is probably a bug I introduced inadvertently while adding the ability to turn it on and off. It was working before then.
I originally added this feature with factorissimo in mind.
The chests currently do not support space platforms, though I do have that feature added in the dev version, just haven't had time to play test it yet.
One thing to note about this however is that cross-surface entities must be handled script-side, and will have a higher UPS cost as a result. Due to this, I wrote a throttle into the code so instead of each entity using more UPS, each entity handled script side adds more time between fills for each one (this does not apply if the chest and entity are on the same surface).
Essentially, this feature is meant to support a few hundred entities cross surface, not a few thousand. So if you notice that your furnaces are taking longer and longer to fill up, and they are provided by a chest that is on another surface, that is probably why.
Anyway, I'll take a closer look and see if I can figure out why this is happening. Thanks for the report!