It's one of those cases where a fuse doesn't add much, much like a kitchen toaster (ever see a fuse on those?), due to the pure simplicity of the device. But sure, adding a formal fuse on the primary side won't hurt. Or perhaps use a circuit breaker instead of a wall switch.
From the safety viewpoint, I'd actually be more concerned about the exposed high voltage wire going up to the handle switch. A little incidental damage to the insulation, and the user may get a nasty shock the next time he uses it.