I know it is to protect sensitive load, but doesn't the zener diode in the power supply already do that? zener diode inside the power supply already limits the voltage to its breakdown voltage. Why do we need to short the powersupply in order to protect the load?
SCR Crowbars are usually used in systems which should interrupt permanently the normal operation in case of a fault (e.g. Over voltage). In you circuit, the normal operation of the circuit should be permanent interrupted if large abnormal over-voltage transients arise in the load side. In this case, the crowbar makes sure that the power supply's output is short circuited, and its input fuse is blown, thus interrupting the flow of the current.