Well that is a triple output power supply, that has 3 different output voltages, all which are adjustable, none that are referenced to ground unless you wire them as such. So there is no telling how much voltage you applied to the servos. You original posting drawing showed a single output power supply, that so we had no way to figure out what you were working with. I suspect you have applied both a +5vdc and a -5vdc to your servos which mean they received 10vdc which is above their maximum, maybe even more as we don't know what values the voltages were adjusted to. That is a very nice and capable power supply but you much have a good understanding of it to proper and safely use it in your projects. Sorry if I contributed to any damage caused by my suggestion.
Lefty