If the primary is protected with fuses and the secondary with a circuit breaker, it may be desirable to set the secondary breaker so it trips before the fuses open (or are damaged) to reduce down time and cost of replacing fuses.
If both primary and secondary are protected with fuses, it is desirable to coordinate so you don't have to replace both sets of fuses after a fault. Secondary fuses should protect the primary fuse damage curve to avoid the case where the primary fuse links may be damaged, but not open.
If you have primary and secondary breakers, coordination may be desirable to allow easier determination of the cause of trip (internal to transformer or external).
Obviously there may be a trade-off with other overcurrent protection on the system.