I've seen many small 50/60Hz mains transformers have no thermal fuse, yet the winding melts at the bobbin terminals where the flying leads connect. The winding is the fuse. Copper melts wherever there is the most thermal insulation and can glow hot, so not within the winding.
But, to be clear there are gross overloads that melt the winding almost instantly, or moderate overloads say 300% of rated where the transformer heats up and smokes for a while until the winding shorts.
I've done surgery on a few transformers but it's almost hair fine wire and pretty tedious.
OP might have a 120/220V issue, a mains surge or corrosion from very old flux at the pins, that cause the open circuit.
I would hit up Denon for the part 00D9630387602 (US/Canada 120V) looks around 9VAC.