Surface Pro 4 WiFi and USB Port

So I got a new Surface Pro 4 today, and mostly everything was working fine... Until the WiFi completely stopped working. The connected WiFi has no internet connection, and i could not connect to new networks. Then suddenly it worked again.

After some debugging I noticed that my USB-Stick was connected while the WiFi wasn't working, So i tried to reproduce it. A continuous ping to google had ~ 150ms. When I connect the USB Stick it immediately stops working and gets timeouts. When i remove the stick it immediately works again. After that i connected my USB mouse, and ping immediately got lower response times (around 50 ms)...

Whats going on? Can anybody reproduce this?