I'm glad you asked for clarification. It's confusing.
Yes, the predicted value plus the residual equals the actual (observed) value. The reason that there is a difference between “Surface plus residual” and “Actual” when we visualize this model is that the surface is not the whole model. It’s a simplification.
Our model in this example has three continuous factors and one categorical factor with three levels. Because we can’t visualize in more than three dimensions, any visual representation will be a simplification or compromise in some way. The approach that JMP profilers use is to show 2D or 3D slices of higher dimensional spaces. The surface we can visualize in three dimensions is a “slice” of a 4D surface (in truth the model is a set of three 4D surfaces, one for each level of the categorical factor, but let’s ignore that).
If you’d like to get a visual sense of what I’m describing, look what happens when you move the slider for the time factor:
Time is not one of the dimensions of the 3D space in the surface profiler, so the surface we see is the part of the model where time is fixed at a certain level. Geometrically that amounts to a slice.
So to address your original question: the reason there is a difference is because we can’t see everything at the same time. If you want to emphasize the accuracy of the model predictions, choose “Surface plus Residual.” If you want to represent the true data values, choose “Actual”.