I was asked to install an gfci receptacle to convert a two prong outlet into a safe three prong one.... safe, but does surge protection function without a third "bond/ground" wire?
If your surge protector (suppressor is a better name) has any components connected to the EGC pin, then because the GFCI EGC terminal is floating there will be no clamping of surge voltages to the EGC.
The clamping components in the surge suppressor that are between hot and neutral will still function.