So...you don't even have to unplug from the wall socket even 'though the protector itself is off due to your having turned everything off at the wall, Sonic?
Whenever I hear a storm coming, I unplug everything from the wall sockets. No protection yet unfortunately. Always thought it didn't matter whether or not anything was turned on when lightning hit, and that decoupling altogether from the wall was the only way to go.
Obviously I'm no expert; any advice is appreciated, mate.
I still unplug everything just in case, but the official electrical safety agency in Finland(TUKES) advices that in a city it's not needed since the surge from a lightning is divided by so many households it'll be harmless. In the countryside it's a different matter. I bought myself a 10 euro surge protector from the hardware store just for the kemper too.