Proper surge protectors should be good enough and most proper surge protectors have warranties on the equipment that is attached to them. There is really no reason to shut off electronic equipment during a storm.

The world doesn't shut down because of thunderstorms. Stores don't close. The internet doesn't go down (unless your local area got hit). Stuff keeps running. I see no reason why a mining rig wouldn't be the same. Especially if you lost a whopping 10% of your mining time. A small chance of losing a $50 surge protector doesn't seem worth it to me.

I really see no need for a UPS on a mining system, unless you're using that system to type up important documents that you need to save if the power goes out.

I live in Dixie Alley and I never shut any of my computers off during even the worst storms.