Where fuses cause a degradation of the music signal is if they are fitted to a Hi-Fi Power Amp outputting many amps and the fuse is located in the output to the speakers-bad news-they heat up and cool and in doing so their resistance changes. Even AD Engineers agree with that.
The same can apply to fuses fitted to a power supply output under a heavy varying load. The fuse holders fitted to many PCBs are Rubbish. You know the kind just cheap clips and you push the fuse in . Under a Microscope the parallel sides of the clips are anything but flat. The answer is to remove them and fit INDUSTRIAL 90 degree spring loaded ones these CUT into the fuse at 90 Degrees there bye making maximum contact with the fuse. The body is made out of high impact plastic and are usually use small size fuses.
I have come across many fuse holders OXIDIZED and having a contact resistance of several ohms and like your auto battery if the connections aren't tight enough they HEAT up. I do agree that some manufactures "go overboard " when it comes to selling their products
And remember there are MANY types of fuses -slow blow-quick blow-surge resistant etc.Get the right ones.
As an industrial example BT in the UK got rid of all their soldered connections to their equipment[cabling from the equipment to the Main Frame] and replaced it with sharp edged bars that bare wire was wrapped around biting into the wire this made a highly reliable connection.[very low resistance].