Well, here's my theory on the CPE and lightning:
Since the CPE is encased in a weatherproof shell, and no metallic object is in contact with the internals (such as the pole) - it is unlikely that lightning will hit the CPE.
Up here on the highveld, where the lightning is ferocious, out CPE is never unplugged. We have not had a problem with lightning - in fact, we have more problem with service delivery than lightning.
To be on the safe side, though, just unplug it..