Plugging XR500 into surge protector?

I was chatting with someone online that claims to be an internet expert, getting tips to help my connection, and they told me that both my router and modem should be plugged directly into the wall instead of a surge protector? Is this true, cause it seems unlikely for this to really make a difference with the router or modems performance, and really risky considering the possibility of the devices getting damaged during a thunderstorm or any other electrical problems that could happen in the house?