Why are there no SMD AC Power Connectors?
Most applications where an 'IEC' power connector like that is involved also use a whole bunch of through-hole components such as fuses, large capacitors, MOVs, large film capacitors, spark gaps, heat sinks, bridge rectifiers, large diodes, common mode chokes, surge reduction thermistors, large transformers, and so on, so an SMT version would not be of much benefit, and I think you've pointed out yourself the weakness of SMT parts, especially those with a load path to the outside world. 

In fact I would say the through hole parts are relatively rare compared to wired chassis-mount parts. Below is one from this page, an X-box supply, and I think you can see what I mean: 



There may be a few SMT parts on the bottom of that single-sided PCB, and there are certainly some on the small vertical green control board at the back, but there are an awful lot of bulky heavy parts that don't lend themselves to SMT.