I have had hot fences for 25 years or so and have never disconnected any of them during storms - and none have ever received a direct strike. Oddly enough, over this time period, we had a wrought iron fence that was attached to the house take a hit (sprung the gates open - very loud, very explosive) and have had one house take a direct hit at the master bedroom ceiling (it had metal beams forming a "x" at the peak) but the hot wires/fences were not struck. There is an article here:
http://www2.uwrf.edu/grazing/l...
that details different ways to reduce the risk of a strike but it points out at the end that there is no way to be 100% protected.