EXCELLENT QUESTION !~
A power transformer has several windings.
First, it might have a single, or two or three PRIMARY windings. You might have a single 120v primary, or a dual 120/240, or a triple 120/200/240 primary. The other sets of windings are the SECONDARY side. This would be the B+ which is high voltage, moderately low current, the filament which is low voltage and high current, a bias winding which is low to moderate voltage and very low current, another filament supply for a rectifier, again low voltage and high current. Since you have high current secondaries mixed together with low current secondaries, all off the same primary, the mains fuse cannot tell the difference between a 50 percent overload on the B+, which would kill it, or a 10 percent overload on the filaments, which is not that big a deal.
You have to remember this true point, and one which hardly anyone realizes - Fuses protect what comes before them in the circuit, not what comes after them. The fuse on the mains (also needed, so dont get cute and rewire your fuse to be a "secondary only" fuse), its there to protect the mains! If you drop the amp in the bathtub, or spill a gallon of beer into it, or whatever, you dont end up with a situation that would potentially cause a fire in the house. Yes there is a fuse in a fusebox that is supposed to prevent that right? No. That fuse protects the house from being totally without power, in the event that something happens down stream from it - like an unfused amp gets tossed in the bathtub. You lose that section of house, not the whole house.
So a B+ CT fuse, protects what comes before it - the B+, not what comes after it, the tubes. Same thing for the filament fuse. On the bias side... You're pretty well flummoxed on a fuse there, as the circuit is VERY low current, maybe less than 100ma total, ever. Maybe even less - depending on how they did the filtering. So, its hard to protect it, and the idea with a fuse there, is to make it a "holy crap worst case" fuse that will hopefully blow instead of the bias supply. On a better note though, its easy to steal a bias supply off the B+ since the current is so low you pretty much are not effecting the amps B+ by stealing a few milliamps for bias, and negatively rectifying it.
Sometimes they put a fuse on the CT of the output transformer too, to protect it. That fuse is normally a little smaller than the B+ fuse, and really is overkill if the B+ is already fused.