Other comments not withstanding: A failed RADIO may not cause problems, such as a fire, and a well-designed supply (such as an Astron or others) WILL limit the current, to it's maximum amount.
The possibility, however, exists for a short circuit in the wiring TO the radio, (especially if the wiring is small guage and/or inadequate for the use) where things CAN heat up very quickly, possibly to a point of ignition, and THAT is where a fuse external to the supply, is a good idea.
You could conceivably run a simple H-T, (that draws 1-2 Amperes) from a 70 Amp supply, or a large battery. While that normally poses no problem, if a short develops between the supply and the radio with no fuse, WHAT HAPPENS? The wire to to the H-T will probably be #20 or smaller. At 70 Amps, that's a considerable "resistance" for a 6-10 ft. power lead. What happens?
The supply might not current limit immediately, but the wire WILL get pretty darn hot! Whether the wire melts before it causes something more catastrophic to occur may be a matter of luck, or divine intervention. A fuse (properly rated) in the line would prevent such an occurence. It's not a guarantee, but it's another layer of protection.