If you connect the input to the output, it will create a short circuit which should be detected and produce an alert.
If I were to make a rule to prevent/auto-disconnect such a high voltage to low voltage connection, others may be unhappy.
In addition to parallel operation, serial connections are also possible if you want a main junction transformator with legs made with other transformators.
So the short circuit detection and notification seems to be the best compromise. Short circuits can also happen in other ways due to the internal auto-connecting feature of the Factorio engine, so a short circuit check needs to run anyway. As a default, the short-circuit check runs every second. This is adjustable in the startup settings. An upcoming version will allow the check to be disabled buy setting the startup setting to 0.