Well the keyboard is in the stand, part of the battery is probably in the stand, all of the ports are in the stand, the dedicated GPU is in the stand, plus the stand actually lays flat while the screen is mostly upright so in any normal position the stand could only be a fraction of the screen and still not cause it to topple right? I guess the combination of all of that and perhaps a little extra counterweight if necessary makes it work out okay.
A quick comparison, Microsoft cites 1.6 pounds as the weight. I'm assuming it's the screen only as the Surface 4 Pro (the tablet computer) alone is 1.73 pounds, and the Macbook Pro is 3.48 pounds. If the stand held the GPU, a battery pack, keyboard (and possible counterweights) and weighed as much as the screen, it'd be 3.2 pounds and still a fair bit lighter than the MBP.