I can understand the fuse.
If a fuse pops there usually (not always) a reason why, which may need investigating further. Not all companies are willing to just open up and repair their own instruments. So Keysight are obviously going to be on the side of caution and say "oh yes you need to send it back to us to give it a clean bill of health once we have replaced the fuse"
With the transformer itself, as Ian said, drop them an email. They've never not got back to me, just slow at times. They maybe able to do a surcharge/PX on your old transformer etc.
But as so many 34401A were built, id be very surprised if they have run out of spares that quickly.