The only time a power surge wiped out any of my electric or computerized equipment was when the power company generated a surge down our lines during a switch over. Then I lost everything, but the law says the power company is not responsible for loss or damage. Lightning has never damaged any of my equipment so I don't worry about it. I know there can always be a first time, but the only time I stop sewing in a storm is if the power goes out.
My machines are on surge protectors.