First power supplies (even long before any of us existed) contained circuits so that any PSU failure would not damage the load (ie semiconductors). You should verify that the specs for your new supply also claim to have that required protection. Sometimes a cheap Asian supplier will sell PSUs that are missing essential and industry standard functions. Then many will blame mythical problems (ie a surge) rather than the naive human who bought that inferior supply.
Second, the adjacent protector only claims to protect from surges already made irrelevant by protection inside the supply. Sometimes, an adjacent protector bypasses protection inside a PSU. Connects a surge destructively into electronics. Informed consumers, instead, install a completely different device (unfortunately also called a surge protector) so that a rare surge (maybe once every seven years) does not overwhelm existing and superior internal protection.
The failed supply should claim in specification numbers to have overvoltage and overcurrent protection. If not, the supply (even from a manufacturers that many others recommend) is suspect. Most will recommend by brand name and not by what is important - the spec numbers.