110.3(B) - Equipment has to be installed in accordance with the instructions it was listed with. Those lugs are not listed by the manufacturer and the testing laboratory to have a tiny wire and a big wire under the same lug.
110.14 - Conductors of dissimilar metals shall not be intermixed in a terminal unless it is listed for that application. The surge protector I handled yesterday had tinned copper wires, and I am assuming that the one you have does as well. The big wire in that terminal is aluminum. Copper causes aluminum to corrode due to galvanic action.