A defining characteristic of lightning is that it jumps the gaps (ie, all the air between the cloud and earth), so I believe it will jump right over surge protection.
The device itself usually has shielding, capacitors, transient suppressors, etc… as well as usually designed to make a poor antenna so on it’s own it will be affected much less than when charging
Surge protectors do work, mind you - but only for weaker storms or pulses coming in from the outside power lines. Just by physically being separated from the final device they are limited in how much they can protect from direct coupling
There is also a risk of electrocution when unplugging a device during a storm.