Do You Unplug Equipment During Thunderstorms?

Unless there is something new on the market that I'm not aware of, no surge suppressor, or any similar device, can protect your gear from lightning. It comes in through the ground and is very different than a power surge.

However, most companies advertise that their gear protects against lightning. They're not lying, but you do have to read the fine print. Like you said in your post, its pretty rare to have a direct strike, But its not that rare. It does happen occasionally. As you can imagine, a company that makes power products really wants to advertise that their products have lightning protection. If you read your owners manual, lightning protection works like an insurance policy. You send them whatever information they request, they file it, and if you have a claim, they go by whatever info you sent them. 

These companies know full well that 99 out of 100 customers are not going to go through this process. But its there, so they can claim lightning protection. So, yes. Always unplug everything. Even if you have a surge protector, you really don't want a big surge to run through it. A claims process is never enjoyable.  

It’s the safe thing to do. 

When I lived in a free standing home in the country side, I often would unplug my gear. Now I live in a high-rise apartment tower with multiple lightning rods on the roof, so I don't bother.

Yes, whenever I can. Has anyone looked into Environmental Potentials protection products as sold by VH Audio? I may be thinking like a caveman about strike/surges, but I have a whole house surge protector, and whatever surge capabilities the Shunyayta Typhon 2 has, trying to wear the surge out before it hits and ruins my gear. Can some EE comment on my potentially childlike thoughts? I went to the bars at U of A not the library like the EEs and Architecture students! 

Such a simple question, my answer is nuanced.  Here in South Florida lightning is part of the deal.  Almost every summer afternoon we can expect an electrical storm.  According to our local weather stations every day we will get somewhere over 5,000 lightning strikes in the county.  Tampa has the highest count, but here in Miami, Dade and Palm Beach Counties we are not far behind.  These are violent storms too.  They kill livestock, people, knock down things, set fires, they are no joke.  At the same time, we have to live.  If we ran around unplugging all our stuff every time a storm was coming...well hell we just don't do that.  We have to live and we learn how to know when a storm is getting close and otherwise we just accept the risk.  It is just the way of it down here and if anybody tells you otherwise don't believe them.  When the storm is going to hit though, you either unplug your stuff or plan on buying new stuff.  I have all the surge protection, whole house protection and have consulted with Florida Power & Light experts.  I have the best protection money can buy and the best advice available tells me that there is absolutely no technology that can withstand a direct lightning strike.  So use your head, unplug when a storm is imminent.