It can save your transformer. Neon sign transformers usually have a separate bobbin for the HV winding placed well away from the primary, and they are usually potted, which makes them pretty tough to break from flashover. But given sufficient potential, an HV spike will bust through anything. I've had it crawl around the edge of a sheet of glass, I've sent it straight through 1/4" acrylic. Even with a safety rail there is a possibility the HV will get to something important.
The idea with that mysteriously-placed middle electrode is that the gaps have a lower dielectric strength than the internals of the transformer. Another way to do it is with a "Terry filter" made from a bunch of MOV's strung together.