|> WD Tech Support told me that it had to be plugged directly|
> to a wall outlet and Staples, where I bought it, confirmed it.
Appreciate their problem. An overwhelming majority believe it is surge protection only because it is called a surge protector. In facilities where damage can never happen, that protector is as close to earth as possible. And to make protection even better, located distant from electronics. Yes, separation makes the protector even more effective.
What does the varistor inside do? Puts the surge from one wire to all others. Now the surge has even more paths to find earth, destructively, through that disk drive. Easier is to tell a myth.
To protect electronics, one earths a 'whole house' protector where utility wires enter the building. Protection is completely about energy. Either that energy dissipates harmlessly in earth - does not enter the building. Or energy hunts for earth destructively via appliances. The adjacent protector (varistor) giving that energy more potentially destructive paths.
Either you pay tens or 100 times more money for scam products from APC, Tripplite, Belkin, or Monster Cable. Or buy only one 'whole house' protector from companies that are responsible such as General Electric, Square D, Keison, Intermatic, Leviton, and Siemens. The superior Cutler-Hammer solution sells in Lowes for less than $50.
An overwhelming majority will recommend useless plug-in protectors. If you do not have a 'whole house' protector (properly earthed), then plug-in protectors can even make electronics damage easier.
Posted was even well understood 100 years ago. Protectors only connect to protection - two separate devices. A protector not connected short (ie 'less than 10 feet') to protection (earth ground) is then often undersized. Undersizing and the resulting protector failure gets the naive to recommend more plug-in protectors. Effective protector earth direct lightning strikes and are not damaged.
Instead, some will just say to connect that disk drive directly into the wall - not explain the above reasons why. Those above reasons are often too difficult for a majority. Easier is to make those recommendation - and not try to explain what was even well understood and implemented 100 years ago.