dfdt,
The voltage developed across the CT secondary in faulty phase comes to ~400V. But, the voltage across the healthy phase CT / relay circuits is 125V only.
If CT rated knee point is >125V, the CTs in healthy phases will be offering very high impedance and there will not be current in those circuits (except the magnetising currents corresponding to 125V).
This is true with 6-wire scheme as well (with minor changes due to change in lead burden).
This is my view.