Many of today's HVAC units now have some extensive electronics in them. Older ones tended to be more robust relays and switches; now, most of that is electronic and controlled by a computer. My air handler has a 16-speed, electronically controlled blower motor and you adjust the max output with DIP switches. The things often only come with protection fuses, little surge protection. Repeated hits on electronics can be as bad as 'the big one'. Each surge can chip a little more away from the diode/transitor junction until eventually, it fails. Preventing that from happening on critical equipment is a minor insurance expense. The boiler has a computer, there's an external one that integrates the outside reset functions, and there's one for the radiant zone valves. So, lots of electronics. The mechanicals can often handle noisey or peaky power...the electronics less so. It's fairly cheap to protect them and much better than having to replace them after a storm and the power jitters when they turn it back on after a tree or lightening takes it out. Almost nothing will stop a direct hit, but there's lots of near misses to the power system that you can protect from fairly easily.