I very rarely see surge protectors used in conjunction with generators in civilian applications. I know some of the DRASH/HDT power distribution boxes have them built in, but that's all I've seen specific to a generator use.
I have seen a few in homes, but primarily for the utility source, as the utility has a lot greater potentials flowing though it. A failed transformer or a tent that someone is cooking meth under and accidentally blowing it up to wrap around the 3 phase power lines are the main things I've seen cause series voltage spikes. In the second case, the customer's whole house surge protector fried, along with some computer boards in various items (and several other customers with fried generator transfer switch control boards)
The generator is a lot less likely to generate dangerous transient voltage spikes like the utility grid can, unless there is a lightening strike or something is seriously miswired/screwed up. They are also supposed to suppress spikes caused by equipment startup and shutdown, but I don't know how bad those fluctuations really are. If it was that bad, then electronics being damaged while on generator or utility would be a heck of a lot more common than it is (I can't recall the last time I heard of any electronic device failing during generator use that wasn't directly related to a failure in the generator, and that was a completely different type of generator than the MEP 8XX series (older briggs and stratton with failed voltage regulator putting out over 300VAC)
Looking around, the surge protectors aren't all that expensive, so if it gives you peace of mind, then I don't see any reason why not.