When you're using a forklift to shift pallets in and out of the racks, there's plenty of chance for damage to happen.
I've seen plenty of pallet racks with electrical added to them, whether it be for receptacles, lights, or something specific (like battery charging or drum heaters). You absolutely MUST take pallet movement into account, or the wires and pipe will be all over the floor within days.
Placement is key, with the electrical stuff typically being mounted behind the horizontal cross pieces. I've also seen boxes placed between stout metal protective 'wings' that are attached to the framing.
A common way to mount the stuff is with the use of beam clamps and mineralacs. One does want to be careful about drilling holes into the framing.
Even when the framing is bolted to the floor and 'permanent,' you want to allow for flexing where the wiring method transitions from the wall to the racking. Those racks move about quite a bit as pallets are pushed into them- even if the feet are bolted down.
A final consideration is whether there are sprinklers in the racks. That can affect your design Remember- the sprinklers are also just as likely to 'go off' when hit by a pallet - and you don't want the water collecting in your boxes.