Your right for the behaviour of the circle in the Curve choice, but I can’t understand why when you select NURBS Circle in the SURFACE sub menu
, you do not get a surface !
The circle is not filled, so I can’t see why it is called a surface !
A “Curve” in blender is just a line. if it’s closed and planar (with the 3D button turned off) then it can be filled, but otherwise it is just a path.
A “Surface” is a similar to a curve, but rather than having all the points in a line, they are arranged into rows and columns, as a 2D sheet (if the loops are closed you get a tube rather than a sheet). Each Surface circle you add is merely one row of that surface, you need to add several and join them together (select and press F) to get the second dimension on the shape.