It is voltage and current individually that can kill your device.
It is also total dissipated energy that can kill your device.
Simple "voltage too high" can make semiconductors that use insulated layers "punch holes" in an insulating layer. After that, it may short and burn out or just not do anything at all.
Too much current can be caused by low voltage. Low voltage to a motor will cause it to run slower and draw more current than usual. It can then over heat, melt insulation, an fail. Something similar happens with heating elements. The resistance of heating elements changes with temperature. When the voltage is too low, the element takes longer than normal to reach operating temperature. The connectors the have to carry a higher current for longer than designed for - they get hot, get bad contact, get hotter, and fail.
You can make a device immune to 30000 volt strikes. Most devices can handle that - it's what happens every time you touch something and get that annoying static "zap." That's "electrostatic discharge" (ESD.) That can be 30000 volts and a fairly high current (enough to heat air and make it glow - that's the spark) but it is very short. Despite the high power (product of voltage and current) the time is very short, making the total energy very small.
If I connect your 30000 volt ESD proof device to the 4000 volt distribution voltage between the nearest distribution substation and the transformer outside your house, then your device is toast. The substation can keep right on delivering energy to your device for as long as it takes for the ESD protection (which is designed to handle relatively little energy) to go up in smoke - and take the rest of your device with it.
The most extreme case of "over voltage" protection you will find are the lightning protection systems on really tall buildings.
They are designed to safely route the high voltage, high energy of a lightning strike into the ground while protecting all the electrical/electronic equipment in the building from damage.
They seem to work very well.
Even so, if you connected the output of a large powerplant to a lightning protection system then at some point it will all go "bang".
You can protect against pretty much anything, if there's need of it and you can figure out ahead of time how much voltage and energy you will have to handle.
It is always a question of "is it worth it?"
High voltage requires size or very good insulators to handle safely. Size makes your device inconveniently large, better insulators may be expensive or have physical problems (how would you like a USB cable as stiff as a garden hose?)
Handling lots of energy means you've got to dump it somewhere - again, size is a big factor. Your lightning rods can dump it into the ground. What's your cellphone going to do?
It is always a trade off and it will almost never be practical to protect a device against everything.