Yes indeed!!! I always turn off my computer during electrical storms! I always turn it off at night as well when I go to bed. And I avoid talking on the phone during storms as well.This is something I was taught as a youngster,and it it has stuck in my mind all my life.
We have a safety powerboard thingy, but if the storm is bad and close by I'll switch everything off at the power and unplug (if I can reach to do so). I also tend to turn the computer off at the power each night when I go to bed.
I only own a laptop, We'd only have about 1 storm a year with thunder & lightning, so I leave on my laptop when I go to bed, because my husband uses it for the next 3 or 4 hours, & then he turns if off when he's finished with it.