I would expect any BNC surge suppressor to be designed for 50 ohm or 75 ohm connections. Connecting 50/75 ohm hardware to a high-Z scope probe designed for 1 Mohm input impedance will affect the signal and may increase the capacitance of the input beyond the compensation range of the probe.
Consider the failure mode of the HV probe. The probe presumably attenuates the signal by 1000x, so even 50 kV would only be 50 V at the scope input, a level that most scopes should be able to handle safely. The problem with exceeding the probes voltage limit is that the attenuator of the probe may arc or short. In this failure mode the full 50 kV would reach the scope input. So anything designed to handle failure of the probe should be able to handle whatever voltage you expect at the input. And I wouldn't trust the BNC cable or hardware to handle 50 kV either, so better keep that far away from anything you don't want it to arc to, like your body or other electronics.