Big power amps have less delicate components in them, far more power supply capacitance, large transformers and other 'bulky' electronics that can tolerate and absorb power surges better then most other audiophile hardware. So - Yes - they are inherently less vulnerable.
That said, ANY unprotected, plugged-in AC electronic device could be taken out by a bad lightning hit or surge. So, you always take a bit of a chance by assuming that any built-in surge/lightning protection (which may be just a simple fuse or fusable link) will be able to handle the type of surges that you encounter in your area.
I guess the bottomline is - If you feel that the amps sound enough better without protection to justify exposing them to a bit of risk, then I say go for it. They are the least likely of your devices to be affected by surges.
As for disconnecting the amps when not in use, I highly recommend against that except when you know that a storm is heading your way or you will be away for an extended period, as the Pass X- and XA-series amps are known to need about 3 full days of powered-on settle-in time to sound their best. That was a revelation that other X-series owners told me when I had one, and was easily proven in my own system. My X-250 and X-3 amps sounded cold and gritty when I shut them off after short periods of use. But after about 3 days of use or powered-on idling, it sounded much more relaxed, liquid and smooth. This was a very reproduceable condition for me. Of course, you may have a different situation, so try it yourself.
Personally, I never turned my X-250 off or unplugged it again... no surges, no problems, better sound...
.