I just managed to do the same thing to my SSA 3075X Plus, which err, costs quite a lot more.
Using an RF current transformer on a low powered DC setup. Literally the inrush current of charging a 470uF capacitor with the positive wire passing through the transformer was enough to blow the analyser input. I am absolutely astonished! I would not have expected it!
I will be buying that Tekbox transient supressor too. In the mean time I have reached out to Siglent. I hope they'll be as kind to me as they were to you.