There isn't a simple explanation for this, but there is a complex one...
I can't speak for Xantech, but I can speak for our products. We too get calls from integrators that had field failures due to lightning and surges, and in many cases it's the only item in the house that had failed. On all our product returns we do a failure analysis to determine the mode of the failure, and what the likely cause was, as well as use this information to improve future revisions of our product. So what have we learned? It's all about ground.
Most of the surge protectors you are aware of attempt to protect the AC power lines. This is all fine and good, but they do not protect the other signal inputs and outputs of the unit. What is unique about video is that in order to get top performance, the signal MUST be DC coupled. That means there is an direct electrical path from all of the zones back to the rack. Not many other pieces of equipment require this.
Now back to grounds - when you have a surge event, there will be differences in ground voltage potential at different points in the structure. Some structures make that worse by having screwed up grounds, or old and faulty grounds, making the voltage potential worse. So for some moment in time, you can have one ground at 0V, and another at 30V, and the path of least resistance to equalize the two is your video cables. Even with surge supressors everywhere, equipment can't handle this. Only way prevent this is to fix the grounds. By the way, if you have more than one ground point, this gets worse.
"Ah, what about my network gear? It's never been a problem!", I bet you were about to ask. Well 10/100/1000baseT Ethernet is all transformer coupled and fully isolated, even with POE. This is possible because Ethernet waveforms are narrow band and optimized for going through a transformer, so they don't need the DC coupling as required for making stable video.
So what's a integrator to do? If cost is not a limiting factor, then fiber optics is your answer. With fiber, the medium itself is non conductive and gives complete electrical isolation, and no path for surges to travel through. However for cost sensitive projects, Cat5 will likely be used, and create a greater risk for video. There are
Cat5 surge protectors, but as Westom had pointed out, they are only as good as the ground. Intrestingly, Coax cables for video offer some level of protection, since the shield has a large amount of copper wire and generally connects directly to the equipment chassis at both ends. This gives surge energy a low impedance path to ground without having to blast its way through IC chips (not that you should count on your coax shield as your protection, but that's what ends up happening).
So in summary:
1) Fix your grounds, check code compliance, single point grounds, etc.
2) Use surge suppression on your Cat5 A/V lines
3) Optically isolate with fiber where possible
And most importantly, set the expectations with your client that these are not cure-alls. Damage to electronics is a fact of life and that is what homeowners insurance is for. It's not practical to make their home into a totally protected 911 call center. You can do your best to prevent it, but you shouldn't be expected to fix this stuff forever for free.