I would recommend a circuit surge protector in urban areas.

Lightning getting through some structure and hitting the electric lines happens. Even when they are buried. It's less of a problem when the ground absorbs a lot of the power before it even get into copper, but it's even less of a problem if there's some cheap device that will burn and protect you from it.

In urban areas you probably can just have the whole-house surge protector and skip the rest, since that protects all costly electronics not just a single device. With just a surge strip on the PC I'd say you're a tad under-protected, yeah.

Incidentally whole-house surge protection is now required by code in new houses. Existing buildings aren't required to upgrade, but by my reasoning what's good for the goose is good for the gander.

No, just worry less about big lightning, but urban areas have many more sources of different types of spikes and line noise