The cool (and bad) thing about bulbs is that they act as a compressor on the HF driver. As they light up, the bulb uses up some of the power that would be going to the driver, reducing the output. This is better than just a fuse that blows when power hits a certain level. You'd be replacing fuses for any little incident, which would be a pain.
The good about it is that it will protect against over powering the driver. The bad is if the bulb isn't sized right, it will start to affect the sound before it should. Still, having them in place isn't the worst idea.