I lost my very first compter (386/25, with 64k cache!) to a lightning strike, so yes. I had it hooked to a "surge protector" that was even switched off. The surge jumped the contacts I suspect.
Did you really think a 2 centimeter part inside a power strip will stop what three miles of sky could not? Most do only because hearsay and advertising says that.
Two completely different devices exist; both called protectors. One located adjacent to appliances does not even claim to protection from destructive surges. And costs tens or 100times more money.
The other is located adjacent to earth ground. Has numbers that define protection even from direct lightning strikes. And costs about $1 per protected appliance. This completely different device is the only solution found in any facility that cannot have damage. Separation between the protector and appliance increases protection. But more important is what makes any protector effective: that low impedance (ie 'less than 10 foot') connection to earth ground.
Lightning will easily blow through an open switch or blown fuse. But it need not do so. Since an adjacent protector provides more wires to bypass superior protection inside the supply. Protector connects a surge directly to the motherboard.
Above says what one device, called a protector, does. And why it does not even claim to protect. Above also introduces another completely different device, also called a protector. That routinely protects from direct lightning strikes, is many times less expensive, is the only solution used where damage must not happen, and is properly sized so as to not fail.
Or read manufacturer spec numbers. How does that 'adjacent to the computer' protector absorb hundreds of thousands of joules when its own numbers only claim to absorb hundreds of joules? Either that 2 cm part must block the surge. Or must absorb it. In reality it does neither. It only does what its spec numbers claim: protect from surges that typically cause no damage.