Power supply is surge protected. Internet connection is not.
During a lightning storm, I try to disconnect most of my equipment. But if I had a direct hit by lightning, there is no guarantee that the equipment is absolutely safe even with those measures.
There is also the possiblity that your video card or monitor had a bad component. There have been a lot of bad capacitors used in electronics lately. They might like like a small bulging tin can if that is the problem. Do any of them smell smoky?