Just about all of them have it as well as a lot of other consumer gear like tv, audio, dvd.
Look near the power cord connector. Usually you will see some parts that are blue in color. Those are MOV that are there for surges. The same thing used in power strips that say surge protection. The number on the bottom , 385 is the voltage when the MOV will short the surge.
It doesn't prevent surges from other sources though. If your speakers are connected to the pc and they do not have surge protection a surge can come through them into the system. When I worked in warranty repair we had a lot of tv destroyed by surge damage. Almost all of them originated through the RF or video connectors. Very few through the power line.