Faults in capacitors without protection device (e.g. BAM, pressure switch, temperature fuse) may result in uncontrolled catastrophic failures.  In the event of failure or overload the winding element may overheat and melt, smoke and even ignite; melted material may drip from the capacitor as well. Uncritical environment would not allow such failures to cause consequential damage to life, other components and property in the vicinity of the failing capacitor.