The dot represents the line side, and the current must pass through in that direction.
In an AC circuit, the current flows in BOTH directions, reversing at 2X the line frequency.
The markings are there to make sure that the METER connected to the CT secondaries turns in the proper direction. It makes no difference at all to the CT which side of the donut is line or load. If you were to flip the CT connections (primary AND secondary) the system would operate just fine.
In a simple system using a CT to monitor a single conductor with an ammeter across the CT secondary, these "polarity" markings become completely meaningless. The "polarity" (or "phasing") of the connections only becomes important when multiple legs are being metered by a single device. Then you need to maintain the proper phase relationships between the current and voltage signals from all 3 phases in order for the meter to register correctly.
