Are SMT components bad for high voltage applications?
First: 400V is not technically "high voltage". High voltage is generally defined as starting at 1000V.

That being said, there is absolutely nothing wrong in general with using surface-mount parts in a device running at these voltages, so long as the parts you are using are rated for voltages you are using them at. Keep in mind as well that you do not need to make a single decision between SMT and through-hole parts. You can mix and match both within a single design.