I did note above I have not seen widespread failures with fridges where it was actually determined a voltage spike or transient while starting the vehicle was the cause, however such failures in electronics usually are extremely random making it hard to pin down that a spike infact caused it (sometimes a device doesn't show signs of failure right away, either), so my thought was to simply play it safe much like you would in your house, plugging your computer, TV, DVR/VCR, etc. into a spike/surge protector (as the OP said, a fridge is a pretty good-sized investment, and typically has a fairly sophisticated electronic controller in it). Capacitors are only a few dollars to $20 max (plus a little of your time wiring/soldering it inline), so I see no real reason not to use one.

I had a Yaesu 2-way radio that was glitching fairly often while starting the vehicle (scrambling/resetting the display) that no longer glitches since putting a cap on it, so I know it does help.