There are two separate issues here. First, the transformer's secondary windings and the conductors leaving the secondary terminations must both be protected against overcurrent. If the conductors are outside the building, then you can run them an unlimited distance before hitting an OCPD. Conductors that are below the slab are still considered "outside." But yours are run inside. So you need to install an OCPD somewhere between the transformer and the side of the building (that could be on the inside wall). Secondly, any power going into a building must have a means of being disconnected. That disconnect device need not include overcurrent protection. But if it does, it could serve both purposes. It does not matter that the power is not used inside the building, but merely passes through. If a firefighter wants to spray water around without risking spraying live electrical equipment, they have to be able to turn off all power.