A class A amp has a pretty high steady state current load on the power supply, so the caps have a fair amount of current flowing in and out all the time when the unit is powered up. I think this puts a lot more stress on the caps than a couple of cycles during power on.
Most well designed amps will have some kind of soft start circuit which will reduce the start-up current during power up. This is to protect the transformer more than the caps. When a transformer is first energized, it can draw a LOT of current until the magnetic field in the transformer is established. I don't know whether your amp has a soft-start, but assuming it does, this will also limit the initial current flow into the caps.
So, from a cap lifetime perspective, I think you are way better off turning the amp off when you aren't using it.
A surge protector is not the same thing as a soft-start. It is designed to protect against over-voltage on the AC line, and will not help during start-up. I have not seen a soft-start circuit built into a separate enclosure, but such devices may exist.