They make surge protectors designed to withstand near (indirect) lightning strikes. I presume there are even some designed to withstand direct lightning strikes and nuclear EMP, although they're likely to be unaffordable for the home user.
There are only two ways to protect against a surge if you are directly connected to the street mains - either absorb the power, or disconnect from the power.
With HV, disconnecting is extremely difficult as it loves to arc.
Devices like MOV's can absorb a lot of power for an extremely short time, and after that, they just catch fire. Even when MOVs absorb power, a big surge will still put 800V + across mains powered devices so they can still blow - they just probably will not have the big arcing paths all over the board that you see usually see with a lightening strike.
As I mentioned, whenever you want complete protection, the only solution is isolation All the best UPSes isolate the loads from the mains. So you want nothing in the house to have any direct connection to the power from the street.
Every way that attempts to protect any device that has a direct mains connection is only successful at the low end of energy faults.
It is not that it is unaffordable, it is just that people decide it is uneconomical. It would cost something like $10,000 + per house for a proper system to protect against something that is unlikely to happen. Most people just want to spend that $10,000 on something else and risk it.
Richard