Yes, it's protected by the license plate light fuse. Of course, if you blow that one you don't know where the fault actually lies, and if there are multiple lights on that fuse you'll lose them all. I'd hate to lose my tail and brake light because of a short in my relay wiring. I think it's still advisable to protect that with a fuse, too, but certainly not mandatory.
The real fuse issue, AFAI am Concerned, is that lack of fuses on the individual circuits. To run a heated vest and heated gloves, the main fuse is going to need to be 10 to 15 amps. But your GPS and radar detector need to be protected by a much smaller fuse. Relying on a 15 amp fuse to protect the electronic devices is bad design.
Aside from that, if the in-line fuse to the battery blows, you have no way of knowing why. Is it a short between the battery and the relay, or between the relay and one of the 4 devices. Which one? The only way to tell is to disconnect them all, replace the fuse, and then add them back one at a time.
Each circuit coming off that distribution block should be protected by its own appropriately sized fuse.