I’ve seen some modern amps that fuse protect the heaters (5V & 6.3V) yet not the HT.
eg https://el34world.com/charts/Schematics/files/Fender/Fender_57_bandmaster_reissue.pdf
Which seems nuts to me.
I suppose if there’s a problem in the HT, it’s likely to blow the primary fuse.
Whereas there just isn’t enough VA in the heater windings to ensure that, thereby allowing a problem to damage the PT winding.
I'm thinking Marshall, (which you seem to lean towards?) fused the main HT because they were using EL34's which have a true screen grid, which can be a problem when you push them, dcv/current. Where as Fender used 6L6GB/GC's which have beam forming plates.
Marshalls are just Fenders with a HT fuse

Well, tweed era, specifically the 5F6A Bassman.
Bear in mind that Marshall fitted a HT fuse even to the very first prototype (I suppose Dudley etc, being ham radio buffs, may have thought it was good practice?)
And used beam pentodes (5881, KT66) for the first 2 or 3 years production.
Until the price / availability advantage of EL34 become overwhelming

And a new era was born

I admit that when a likely, reasonably foreseeable fault occurs eg an output valve or something develops a big problem, I much prefer a fuse to blow. And preferably immediately or ASAP, not after subjecting the transformers etc to fault current for maybe 30 seconds.
It just seems good engineering to me

For that to be, something a bit more specific that a primary fuse is necessary. An appropriately value F type HT fuse can work pretty well.