Internet connectivity is unfortunately not available for AirServer for Surface Hub when you connect a device via the hotspot feature. The reason for this limitation is that we can not limit connectivity to "internet only" (preventing access to the rest of your LAN), which is vital in almost all of our client's businesses. This is due to the locked-down nature of the Surface Hub OS which prevents us from properly controlling connectivity.
Internet access can be made available if you allow guests to mirror to AirServer through your own network though. In some cases, the Surface Hub is placed onto a network segment dedicated for guests which can allow you to provide internet access while keeping it isolated from your LAN.