This is a serious question, MacGyver, and I want a serious answer.
If your circuit breaker took a few seconds to "kick in", then can you really say that it was doing its' job? After all is said and done, a prototype that you said cost $50,000 WAS damaged. Wouldn't the dollar value of it alone require more protection than it got?
Also, couldn't a small-gauge wire in the right place, doing what a fuse does, and costing a heck of a lot less than your relays, have prevented the damage? The gauge wouldn't have to be as small as what I used in the breadboarding labs in my school, but something small enough to disrupt any high current before it could damage a relay or the $50,000 tanning bed.
By the way, there's an easy way to prevent the peak current of a lightning bolt from damaging any cap bank. If you know that the wire leading into it can handle, say 1 KA, then design and build into your circuit a wire than carry 1 KA. Then, later in the lightning strike (I know, the whole thing is over in a few seconds), when the current level goes much higher than that, your 1 KA wire will burn out and protect your valuable caps.