Do modern refrigerators and freezers benefit from point-of-use surge protection?
There are some common misconceptions, even with experienced electricians, with respect to surge protective equipment.
Most common surge suppressors are shunt type and function as parallel devices.  When you use a power strip, it doesn't block surge current from reaching the receptacles, it bleeds off surge energy before it gets to those receptacles.
The electronic component that achieves this function in most commonly available surge protection is a metal oxide varistor, or MOV.  MOV's come in different sizes and different qualities with respect to how they react to voltage changes.  Some MOVs are more sensitive than others.
Shunt type surge protectors like MOVs work better when they are closer (in wire distance) to the protected equipment due to the effect of the inductance in the wires.  Longer leads to the MOVs and longer wires to the protected equipment have more inductance and allow more surge energy through to the protected equipment.
The whole house protector on your panel is good,  but it's better still to have point of use surge protection as well.  The point of use protection will usually react faster (more sensitive) and will allow less voltage through to the protected equipment.  The panel protector protects everything in the house and helps dissipate some of the energy so the point of use don't have to do it all on their own.
The major components of appliances are generally pretty robust so traditionally people use more basic point of use surge protection for them.  The receptacles with built-in surge protection were consider pretty basic but adequate.
However everything has a microcontroller any more, and nothing's repairable any more - appliances are made to be disposable - and they are certainly more expensive than ever.  So it makes more sense to use better point of use surge protection for appliances today.
MOVs are sacrificial.  Sometimes they get hit with a big surge and explode.  Sometimes over time they erode blocking smaller surges over time.  Usually the MOVs in appliances are on the small side and don't have a real long lifespan.  I have never seen an appliance that lets you monitor how much life is left in the MOVs.  So although it's good that there's surge protection in appliances, it still makes sense to use point of use surge protection.