I didn't hear about that actually, it is very common to install surge arrestors just behind the cable termination connecting to overhead lines interface point.
On other hand, the cables BIL are usually higher than OHTL so it is rare that a lightning wave will propagate past a line towards a cable without flashing the overhead line insulators.
One case may occur is a ground inducted current (due to nearby lightning discharge) with high di/dt causing induced voltage on the sheath and core as well?, I am not aware of the magnetic model for cables but can say that if the sheath is solidly (two points) grounded, you should not worry about it.