^^^ I will get back to you with a detailed explanation about this. But for now think of the turn ratio of the CTs. It takes a current of a certain value and "tranforms" it to another value.
Lets say: A 800:5 CT will take give you 5 Amps on the seconday when 800 Amps are flowing on the primary. Well, apply the same concept to the voltage but the other way.
Turnsa ratio is known as "a".
a=Vp/Vs
1/a = Ip/Is
If you play with these relationships you will see how high or how much the voltage will increase on an open circuit transformer.
The reason you do not fuse the secondary is exactly to avoid an open circuit. When a fuse is blown the circuit breaks or is open.
This is the way I see it. I am sure the EE Corps will probably come with a better explanation.