Following a brief but strong thunderstorm (domestic electrical supply disrupted briefly) my (garaged metal door significant?) car lost its selected settings for indicator repeat, auto door lock & radio tuning pre-sets. Is this unusual?

I'd say not usual, but not impossible

Does it indicate a lack of ESD protection?

No. This manufacturer used to own a state-of-the-art EM testing chamber in the Warwickshire countryside. I'm sure they've now got one in Bavaria after selling the UK one. Testing includes simulated lightning strike, but it is virtually impossible to replicate the raw power of a significant and close strike.