Are there risks to using Wake on Lan in Windows 10?

I want to set up my computer to turn on via an Alexa command. I have a wifi/bluetooth pcie card in my custom PC and I have a harmony hub which could connect to my PC via bluetooth.

However, in my area there have been a few power outtages since I've been here. I have an APC surge protector power strip (if that makes sense) that my computer is connected to, but I'm concerned that because having Wake on Lan enabled doesn't really COMPLETELY shutdown a computer (it's left in a low power state), that then if I have a power surge, even though it's on that APC surge protector that it could some how increase the risk of corrupted file data from an improper shutdown or maybe damage computer components.

I hope this isn't too confusing, thanks in advance