Power Surge Damage

Can a power surge damage any of your equipment even though the equipment is not powered on? What pieces are most and least susceptible to power surge damage in the audio chain?
Are tube components more easily damaged than SS?

I've taken surge protection out of my system and am using an Audience AR1P connected to a BPT PPC strip via a Lessloss cord.

Do you simply just unplug the AR1P from the wall during potential thunderstorms?

Thanks,

Jack