I think high voltage fuses tend to be limited by what you can find. What I've seen is up to 300 amps. Above that you need a breaker, or switcher, which at that point a differential is easy to install. Also arc-flash is an issue that a differential will help solve.
If you are buying a transformer, why not also buy it with CT's installed if you can.
Other thing to think about is what happens if a transformer develops a fault. Would you have it rewound, or replace it with a new one. If the answer is to scrap it, then it does not matter if it is slightly damaged, or a smoking mass. If the intent is to repair it, then the fastest protection (differential) is a given.