If transients do exceed the rating of the RF components, you need protection against them, or you have to accept malfunction of the RF circuits.
Depending on the RF components used and power supply, an RF circuit may be able to survive more transients then an digital circuit. In addition a transient in a digital circuit may not result in damage, but may result in unwanted system behavior (hanging software for example). In such cases suppresion and shielding may be required.
Sensitive RF input stages need protection from transients (for example static electricity). Frequently the RF filter between the antenna connection and the actual input of the RF semiconductor gives sufficient protection against static discharges (ESD).
RF circuits with external antennas do need protection against nearby lightning strikes. This is mostly done via air gaps or gas discharge tubes together with input filtering and or fast semiconductor over voltage protection devices.