And the "I don't blow fuses, because I don't measure hight current" argument doesn't work for most people either - I tend to blow 10A fuses when I was INTENDING to measure voltage, while the meter leads were still plugged into the current socket...
If you switched the rotary dial to read voltage but forgot the probes on current, definitely Gossens and Brymens will help - Gossens physically prevent switching to the wrong range, and Brymens beep frantically.
If, however, you simply put the probes without paying attention to the settings on the DMM, then I guess there is no mechanism to prevent that...
I am from a time when fail safe mechanisms were absolutely non-existent and attention and double-checking were your only protection... Time of the analog VOMs where an inverted polarity, an overvoltage/overcurrent or voltage applied on ohms range were mostly fatal to the equipment... I am glad these things exist nowadays...