Why Lightning protection works by giving surge energy a short, low impedance path to earth before it can get inside the house. That means the arrester belongs on a grounded entry panel right where the feed lines come through the wall, bonded to the station's single-point ground, which is in turn bonded to the AC service ground. Surge current then dumps into earth outside rather than traveling along the coax to your equipment.
Watch out Putting it at the antenna feed point or at the transceiver still lets surge energy travel inside the building or through your gear; the AC service panel protects power wiring, not the coax.
Stop the surge at the door: ground panel where feed lines enter, bonded to a single-point ground.