Fuses aren't meant to protect the device and it matters not if it's AC or DC; they're in place so that a defective device or a overly-high current situation (like a short between the fuse and the device) cannot draw more current than the supply conductor can provide safely. Without a fuse to open and therefore limit the current the conductor or the defective device could overheat and cause a fire.
Granted a doorbell circuit will likely not supply enough current to burn something up but I wanted to insure there is no misunderstanding on your part when and why fuses are needed. Many newer small power supplies and transformers are internally current-limited...it should state so on its label if it is.
It's true that 12 VDC won't hurt you if you grab it with your bare hands because the voltage is not high enough to make it it through the high resistance of your skin in order to draw sufficient current to shock (Ohm's law, I = E/R, 4 milli-amperes is dangerous) . However, if the source can supply enough current and the conductors can carry it then you can practically arc-weld with 12 VDC. Ever seen a car battery set a car on fire?