I suppose it's worth considering that any cables / appliances with built-in SPDs to earth, where no main SPD is fitted, will likely cause a trip on a spike. So perhaps there is more advantage to that than I first thought. Of course, it won't help much if any of the integrated varistors have a lower clamping voltage or faster response than the main ones.
Shunt capacitance at the origin, connected via the minimum possible inductance (e.g. feedthrough construction) will soften the edges but at the expense of needing to be pretty durable and hefty caps. Inductors that would provide tangible benefits would be more expensive still. I can't see it being taken up for general installation work, as it's a functionality upgrade rather than a safety one.