I’ve read of views on whether amp fuses impart any sound quality or coloring. I had a recent experience that has made me re-think my views (fuses do not affect sound) and wondered if others had a similar experience. 
I have a Line Magnetic integrated amp. After heavy regular use for over 5 years, one day it just wouldn’t power up. After checking the power supply, I assumed it must be a blown fuse. I recalled that Line Magnetic sent with the amp two replacement fuses of the same type/quality that was pre-installed. I dug out one of them from storage, replaced the fuse and the amp powered up normally. 

What surprised and delighted me was the change in sound with the replacement fuse. Fuller bass, more detail and more warmth. I have rolled the tubes several times in the amp, and am attuned to the subtle changes that can make. Popping in a fresh fuse seems to have had a similar affect. And these appear to be cheap fuses, available for a few dollars at most. I don’t think I understand any of this. 
So I replaced all the capacitors on my Matrix USB H card for some AudioNote Kaisei ones.
The caps were a hard fit, but got it done somehow....
If you guys are using a PC as a source, do not look past that dedicated USB card.
The caps took a certain hardness out of the sound, and are extremely dynamic. Background is jet black, dead quiet. A massive bang for the buck upgrade. Very highly recommended.

I think I am finally ready for this Winter’s Lockdown ;)

Bring it on.

Other than wondering why people are having a caps discussion under a Fuses heading: I just replaced an aging Furutech blue fuse in my Wavac power amp with a new ACME Silver Cryo fuse. The increase in sparkle and impulse speed is astounding. Highly recommended!

There is no ideal power transformer with perfect magnetic coupling  and no leakage flux. So the impedance will be always higher than winding resistance. No one would want to add more resistance to what is already there in order to keep the impedance of the secondary winding and the power supply as low as possible. Impedance is the current limiting characteristic of a transformer. If the amp needs a lot of current to drive a speaker load it will be audible if the impedance is high.

A fuse on the other hand has to be a resistive load if the current in the power supply rises in order to operate as a fuse in case of failure . That will be audible if the amp has to drive demanding speakers at high volumes or dynamic peaks. This shouldn’t affect class A amps but definitely class A/B designs.

So how would different material of the fuse wire which has to be a resistive load by design (gets hot and burns up if it reaches its breaking point) influence the SQ?

A piece of wire that would not increase the impedance of the transformer would be the only logical solution in order to avoid these current limiting effects. But then it’s no longer a fuse.

How does this all fit together with those expensive fuses? Any explanation?

The only way to find out is to try one for yourself and then reason it out after you hear a difference. I can't explain it but I hear the differences.