I think that's more to do with the area one lives in and how prone the dish is at attracting a lightening. These are circumstantial disasters and if destined to happen, will happen with or without hdmi. Some onkyo had a an issue, but that was not a set top box thing in my opinion. All sources are best connected to a receiver with a single hdmi going to the display. This is Not a risky connection, however, accidents do happen. If the area is prone to low lightening then unplug the set top box cable to be safe.
MaSh
Sent from my Redmi Note 3