Given the generic Dremels (here in the UK anyway) aren't protected by the fuse in the plug (that protects the cable, as already mentioned) then there will, of course, be some other 'fail safe' in the device somewhere - (here's a 'wild assumption') whether this is a thermal fuse (potentially) or a fusible link can only be guessed at subject to dismantling one - I may just do it!
I much prefer equipment that makes such 'fuses' available to the user without having to dismantle the item to access it internally..... and based my first (wild) assumption on the fact there is no fuse holder on the Dremels I have knowledge (and ownership) of!
I don't condemn countries for not using fused plugs neither do I support the UK's nanny-state inclusion of such protections - I was simply stating the facts as they exist.