Typical MOV based surge protectors use the ground as a drain. At high surge voltages they attempt to short to ground and sometimes the neutral as well. Using a GFCI as a 2 to 3 pin adaptor won't create a magical ground path. That is, there would be no ground to short to.
With any appliance the surge protector is trying to keep surges which (hopefully) are coming down the hot wire. So, you have 600V suddenly on your hot. Where do you put it? Neutral is 1 conductor, but having 2 conductors is better. What if the surge happens on both neutral AND hot? You need ground as your option.
A voltage, even a surge voltage, must be between two points. If all you have is line and neutral because you have a 2 prong plug, then those are the only wires the surge can come in on. If there is no other path to ground, than the ground connection of a surge protector can't help you.