Hello again Jefnando,
If your Fuse is too fast it will blow when you don't want it to, so it is really not any problem other than that.
About fusing, It depends.
If you have an enormous capacitor bank, then it is very desirable to have a Fuse also after the CAPACITORS,
because if you then get some fault in your circuitry everything will blow into pieces and smoke before the capacitors are discharged.
So in this case, Primary Fuse, and After the CAPS..
(I love using insanely HUGE capacitor banks, Not just because, but because I like the sound better.)
NOW we can discuss how much the FUSE will degrade the Power supply quality when added after the capacitors, OK USE GOLD FUSES; HA HA .. )
In Smaller transformers like in the 100VA and less size, it will most often be OK just to have a fuse on Primary or secondary for protecting the transformer.
The current you run in a circuit for charging up can be rather small, since the capacitors don't really has to be fully charged to reduce the current enormously.
In-Rush for Transformers are just the magnetic field buildup when accidentally connected when the AC is on top, close to top of sine wave. This of course happens often.
So a tiny current would do here to stop this extreme 10+ X Rated Current.
NOW it is not needed to have these delay relay systems if it is no problem, this is most often on bigger transformers,
if it works without such a thing, well then keep it simple.
The formula you used, P=UxI I=P/U 100VA/240V 100/240V=0.42Ampere 400mA Should be OK, or maybe even 500mA.
2KVA/240V=8.32Ampere. 8Amps Or 10Amps. Depends.
Safety, YES it is important, especially if you leave your equipment on all the time, or a lot of time when you are not there, OR SLEEPING...
We always hear about having several barriers to break before a disaster is possible.
Now if you always are there, and always awake, No Fuses needed if you have fire detection systems as well...
IN CASE you fall asleep anyway.. HA HA.. .
I had a disaster with a Tube amp that had no fuses whatsoever.
Almost a fire, A terrible smoke and smell, Amplifier totally burned out, a nice lesson to be learned.
The room is rather thought of to be fire proof as well, so there where ONE BARRIER and that was that..
I'll use Fuses more often after that.
If a tube fails you may fry your equipment. If a capacitor dies the same. If a rectifier fails the same.
There are many things that can happen even if everything looks safe.
I've thought of trying going directly from the mains to an amplifier, but this is one of the few things in my life that has not be tested out.
Now it has to be said, you may like the sound better if you get yourself a transformer.
AT least you should use a very very good HOME MADE mains filter.
NOT to speak of the possible danger of getting shocked.
It is not preferable other than as an experiment to run such equipment directly from the mains without a transformer.
Whatever you do, do never try to make two devices powered directly and connect them together, UNLESS you really know what you are doing, and knows what is what of Neutral/Phase-1-2-3, and are SURE your don't mess this up.
You will most certainly be in high risk of killing yourself.
With other Grid types than TN- TNC - TNC-S you have even higher risks.. Please be careful.
Fuses, well, the mains will most likely be secured with fuses, so you are OK when it comes to total failures.
You will not have any transformers melting down.. HA HA HA .-.