Depends where the surge protectors are. If they are on each power plug, then I'd suspect the quality of the protectors. If they are on a common bus, like at the UPS, distribution board or power distribution unit (multiplug), then a strike on one of the devices will easily hit everything on the common bus by going down the cable and spreading out across the "protected" space.
Additionally, not all the devices have to be connected, if you have three or four clusters that are connected, and the clusters share a single common connection, then the lightning might hop cluster to cluster. A doesn't have to be connected to D, as long as A->B->C->D is there. If that makes sense

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