A good voltage source should have a very low output impedance, so I imagine that's why they don't add a fuse to the output. They designed for current limited sources, like another bench supply, a voltage regulator with over-current protection, etc. Not for a huge cap or high-capacity low-impedance battery. That the user chose to use the bench supply as battery charger is not the responsibility of the company making bench power supplies that in the manual tell you to not charge batteries without series diodes.
There is actually another failure mode where you would need series diode: if the power to the bench supply shuts off for some reason, the battery would be reverse-biasing the pass transistor, something they often don't like either. And if the power supply has an overvoltage crowbar, triggering this, and thus shorting the battery can also give a huge fireworks. So in short, use a battery charger for charging batteries, and if you must use a bench supplies, use series diodes.