Is it normal to install surge protection without a breaker? The surge protection in question has fuses and is on an 800 amp cdp. How would you change fuses without shutting down everything on the cdp, like the servers, office computers on three floors, the lights and the elevator?

I agree this may be a poor design but if there are fuses in the SP, it is legal. I suppose with the right PPE and tools you could change the fuses hot but the only reason they would fail is a fault in most cases (shorted MOV) and the new fuse is going to "flashbulb" most of the time.
I would put it on a breaker.

If this box claims to clamp transients of a few nanoseconds, the coil usually in circuit breakers may interfere with that. The coils would look like a high impedance to transient spikes that short. However, most power supplies in servers and computers contain filtering coils of much higher inductance, so such short transients shouldn't be much of an issue.

For longer transients, the circuit breaker shouldn't be an issue.

As this is in Canada, IF the install is compliant with the CEC, it also conforms to the mfg. install guidelines.

"2.1.4 Wiring
Turn OFF the power to the electrical distribution
equipment where the CPS Filter is to be installed.
Install a branch circuit breaker to feed the CPS filter
device for ease of installation. The unit contains UL
and CSA approved fusing to protect against short
circuit fault conditions within the device.
Over current protection is not specifically required,
although most customers choose to install a circuit
breaker as a disconnect device on panelboards or
switchgear assemblies. (See Table 2 for suggested
circuit breaker size). Follow NEC, CEC and applicable
local codes when connecting the CPS directly to the
Bus Bar."

IMHO, a branch circuit CB as suggested within the guidelines would be the way to go, and how all I have seen are installed.