If you don't have it plugged into a power strip/surge protector, that's a good idea to do. It helps to keep spikes in the current from frying your UTH. I had one fry once, but it was really really really old- like my uncle gave it to me and he's been breeding geckos since er... well, before I was born anyway. Sometimes you get a lemon, though. But if this one shorts it's almost definitely your house current (and pretty likely that's the reason anyway).
That is definitly odd. I have been using the UTH forever and have never had one melted. I wonder why it shorted out like that. Good thing your gecko is ok though. What size pad was it? At least it melted instead of catching fire like the heat tape has been known to do.