Not freaky at all though... At least in regards to your computer. Majorly freaky when lighting hits so close to you...djeezus. No one was hurt I hope...
Anyways, for starters such "surge protectors" wont protect you against all severe/close lighting strikes.
A surge protector protects your equipment against sudden voltage peaks up to a certain level.
A lighting strike happens so fast and can have so much power that almost no surge protectors would be able to protect your equipment against that. Even if it was stated on the box, as that is mostly just marketing and commercial talk and nothing more...
It is a very big misconception that suge protectors will protect you against lighting. (and certainly not the cheap ones) They protect you against normal but rare power grid peaks, not against severe elements of nature.
As for the damage done, yes it can be perfectly possible that nothing is damaged except for one component. eg: many times the most damage is done at the end of the line, not in the middle. The voltage 'just' passed thru components until it reaches a dead point.
That is: say you are holding a metal pole in the air, and that pole also touches the ground, then the lighting would travel thru that pole, you will feel a shock, but the explosion happens where the pole touches the ground (electricity always searches the least resistant path)...
This said, it might just be coincidence too though
but it wouldn't be surprising if it wasn't.
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