Think of a transformer rated as 9V/2A, after rectification the current will be reduced to for example 1.95 Amps then that is the max DC current can be supplied by the power supply. If you connect it with 3 Ohms resistor how much current will be delivered to the load?
By ohm's low 9/3 = 3 Amps it is exceeded by 1, then the load will be loaded on the power supply, and power supply will be heated. for this reason the designer put fuse and Varistor to protect the power supply from short circuit and overload.