I try and remember to unplug my machine when not in use. I leave the plug in the surge protector & just unplug it at the machine. As far as sewing during a storm, I personally would not.
I have my machine plugged into a UPS/surge protector (uniterruptable power source). It's basically a battery pack that provides power for a limited amount of time when the electricity fails. My machine is a sewing/embroidery unit. If I'm embroidering and loose power, the UPS gives me a few minutes of up time to stop & record where in the design I am so that I can restart it when power returns.