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If the amp was built with a switching jack where it's contacts are closed and grounded when there is no plug inserted, then there is usually no problem even if you bang a handfull of power cords trying to find out what is wrong.In that scenario, the output transformer will "sense" the speaker load to be what ever the actual DC resistance of the OT secondary is... VERY low but still some kind of load.The problem with unloaded OTs is when there is no load, like an open connection.Then the OT senses the load to be very very high impedance... like infinity.Remember that the OT "reflects" the speaker load impedance to the power tubes and multiplies that impedance to match what the power tubes need to operate correctly.If a pair of tubes need 4000 ohms and the speaker is 8 ohms then the ratio of secondary to primary is 500:1.If there was a speaker load of 16 ohms connected to the 8 ohm tap then it would be, 500 x 16 = 8000 ohms.A miswired cabinet at 32 ohms would reflect back to the power tubes at 16,000 ohms! etc.An open circuit, as with no speaker load, would be so high that the power tubes would see an infinite high reflected load or something stupidly high in the many many tens of thousands of ohms impedance. The power tubes will try to put current and high AC (audio) voltage into that outrageously high impedance load.When that happens, AC voltage in the OT will rise to a very high level.The abnormally high AC voltage in the OT could jump across the very windings of the OT primary and blow up the OT or, jump across the tube socket lugs trying to find a path to ground. This draws mongo current form the power supply and will probably blow the fuse but wrecks the tube socket and sometimes the tube too.Here's were a very well made OT can save you for a little while and a cheap one blows up.Here's an old trick....connect a 5watt 270 to 470 ohm resistor to ground across the highest secondary tap of the OT.Use a 270 ohm for (4 to 8 ohms speakers) and 470 ohms for (8 to 32 ohm speakers). Now no matter what happens, there is always some kind of "load" on the OT secondary that will help protect it from destruction if the cable comes unplugged, the jack fails or the speaker blows open.The resistor is so high in DC resistance that most of the audio still goes into the speakers so it is invisible.Hope you found that useful.....
the reason manufacturers do not include protection devices is that it increases the cost which ripples into the retail channel at many multiples.