Happens here, E. Central Florida, Lightning Capital of the World, all the time. I asked a Residential Contractor building a Custom Home, why there were no lightning rods, down comer cables, and grounding grid on residences? His answer was the cost was prohibitive when measured against the low probability of a direct hit to any residence and why invite a strike by giving the ground the ability to reverse the charge to the sky. Lightning goes both ways - sky to ground and ground to sky, meeting somewhere along that path, and far too fast for the naked eye to see. We do see a house on fire in the news here "more often than infrequently", though random of course, widely random.
Trees and the tallest point on a structure get hit. Electricity rides on the surface and skyward pointed elements concentrate that charge. Folks get hit in boats on the ocean, walking on the beach, playing golf, because they are the "tallest" point in the charge mass from ground to sky. If your Connex is under the 45-degree "cone umbrella" of tall trees or near your house, barn, or other taller structure, I suspect you are already protected from a direct strike.
