Yep millimetres.
And you mentioned wavelengths.
How many millimetres? let's say the leads supplied are about 250mm (the site doesn't specify so I'm making a guess from their picture) assuming they are installed without cutting down, and don't forget to include thelength of the MCB and the coil it contains adding a bit of inductance too.
So we have 500mm.
We would need to know the speed of the impulse and from that can calculate the delay in the wire, adding the MCB and inductance and from that we can calculate the additional impedance, then we have to add the reaction time of the SPD.
Now let's think about what a CU actually is, I'll make an analogy to a pond full of still water and throw a stone in creating ripples, think of the stone being the incoming power source and the accessories are dotted about the pond.
Something like this:
The red dot is the power source and the accesories are the green.
A surge on the supply creates the ripples and at some finite time a ripple hits the various accessories, including the purple dot, the SPD and at that point the surge is stopped, creating a void beyond it and that only exists in a circuit beyond the SPD (shown blue).
If the duration of the surge is long enough (ie; a longer wavelength and therefore a reduced impedance transformation) then yes it will alow a heavy current to flow in the resistance/impedance of the wiring for long enough to attempt to supress the surge further back along the circuit (pink circle) .