If an incandescent lamp burns out, a high short circuit current might flow. Triac dimmers that are not protected by a built-in fuse can be damaged in this situation.
Flickering of incandescent lamp can indicate a defective triac control circuit. LED drivers aren't necessarily suited for dimmer operation.
- - - Updated - - -
That the fuse didn't blow but the triac becomes shorted is a bit unusual. A possible reason might be high continuous current without sufficient triac heatsink, less likely large overvoltage transients (surge).
The choke has mainly the purpose of reducing radio interferences, it also reduces the current slew rate and protects the triac against surge events.