Have you noticed that of some amps have a small open coil, sometimes marked on a diagram as a low value resistor, fitted just before the speaker terminals? Ever wondered what that is for? Some people remove these thinking that they affect sound quality!
It's there to prevent parasitic output stage oscillation into capacitive loads, and is often combined with a small cap and resister to ground forming a zobel network. A capacitive load can (and quite often does) form a resonant filter with the emitter resistors through the output transistors forming a parasitic oscillator with positive feedback. If this starts it will very quickly spiral out of control in a few milliseconds. If you are lucky, a full electronic protection system (one which measures output overload as well as extreme DC offset) may just catch it. Fuses definitely will not.