Surely we can all rely on our previous experience to judge whether something is worth the effort or money. If we are looking at a component in the signal path, we can assume that changing it can affect the sound due to the possible changes in LCR, noise etc. If it's mains etc. we can again assume it can have an affect indirectly due to cleaner mains, less microphonic interference etc. With fuses, exactly how is it going to affect the sound? Cleaner mains? What is going to be the change in electrical properties? A small change is contact resistence? A mains lead or an interconnect can have aerial properties. How much (in practice) of this can you see in a fuse? Are these differences going to be big enough to be measurable or heard?

I'd say that a much greater difference in electrical properties can be apparent due to a change of length or material of cables rather than a change of a fuse. At some point we just have to say sod it, I'll just listen to music rather than the changes in sound due to a fuse. Otherwise it's all rather sad I feel.