Aha, the old benefit-risk balance.

The fuse is cheap, however, the probability of it protecting a driver with a shorted output is uncertain - I can imagine a driver without overcurrent protection popping before the fuse depending on how much you've pissed off your local deity.

The real purpose of the fuse is as a safety device to cover the fault condition and something in the high-hundreds VA rated transformers making something go bang. Or Pfftt! Or Whoosh!. Or whatever sound a decent arc makes... something like Pzzzzat! It could save the transformer as well which could be a good part of a hundred quid worth. And if it avoids a fire, then it might save on the insurance excess.

A fuse on the drivers can't be considered a bad thing but don't rely on it protecting the drivers.