You can find thermal fuses that open with 50°C to 280°C.
When a MOV explodes, it explodes. The you have a "heat surge" and it will not cause flames.
The most dangerous thing is when the voltage surge is so high that it arcs inside your apparatus, causing fire.
But when this happens, a thermal fuse, a PTC cannot... Are not useful at all.
For a surge protector, the circuit alone is not the only responsible for a flame or not. One of the most important thing is the casing construction and material. You must use non-flammable materials for that, to get a UL.