I take that to mean that if you short the output the current will be very low, and probably not blow a fuse.
Does that mean I don't require a fuse in the circuit?
You could short the furthest point of the tape from the PSU, then measure the resistance of the short at the PSU, with the wires disconnected from the PSU. If the resistance is more than:5V / 40A = 0.125 Ohms, then you are at risk because the PSU could easily supply the 40A into a short at the end of the tape, the tape would go up in smoke and possibly your house with it.
I'm not sure how to do this and I think I'm in way over my head, I just want it to be safe and not burn my house down.