well - technically a fuse is a pain - it blows apart and then you have to find the damn thing.
without a fuse - your wires will set on fire - this gives a visual alert to the driver on where to look.
e.g. - headlamp fuse blown - finding it is a pain, it can be in the cabin or in the engine room, however a fire is readily seen by naked eye - if fire is at front of car, you know where to look for faults.