Hey there OP.
Yes, you should have surge protection. I recommend a whole house unit which will bring your home up to the 2020 National Electric Code standards and a unit for your wall outlet. I recommend any Furman unit with LiFT and SMP. They also include under-voltage protection.
For less valuable, less noise sensitive electronics Tripp Lite Isobar.
To answer your question more directly, in addition to lightning strikes surges can come from the utility company. We had a situation in a building where at a certain point of the day every surge protector in the building would fry at the same time due to scheduled switching at the plant and bad equipment. We can't assume that the power company switching the power off and on in a controlled fashion will always be without incident, and not every power outage is controlled.