ESD protection diode circuit confusion
There are "four quadrant" power supplies which can do what you're thinking they won't, but even if the supply is not such, the energy will go to charging the capacitance between Vcc and GND (both the power supply's output capacitor and the board's decoupling).

This is better than not having the protection because the energy of an ESD event is spread out so the voltage is much smaller at any point.

Vcc will be somewhat higher for a moment but this has little effect.