I think you may be misunderstanding the physics of how sensitive electronics are damaged in an EMP/CME vs lightning because what I quoted above is simply not the case if you're talking about only EMP/CME here. The amount of protection you get by deactivating and unplugging it is negligible.
Unless the device is physically struck by lightning the only source of damage is an external surge travelling in to the device from where it is plugged in. Similar to a lightning strike an EMP/CME can induce large amounts of power in utility wires, causing a surge. However unlike a lightning strike an EMP/CMP will induce relatively large current inside of even the smallest wires, solder, solid state chips, resistors, capacitors, etc causing those to melt, short, arc, etc. And while those components are much smaller than large utility wires meaning they'll experience a smaller current they're orders of magnitude more sensitive to even the smallest variances. It is this current that causes the most damage by far and an EMP/CME that is sufficient enough to worry about a surge from the utility lines bypassing existing protections is more than enough to damage those small components. This source of damage cannot be stopped with a surge protector, the only way to prevent it is to shield the entire device from the EMP/CME itself with a faraday cage.
IMO you're worrying about the smaller of the two risks by focusing on the external surge if you're truly concerned about the effects of an EMP/CME on your setup.