Great thread and a lot of good points were already made...
1. Fuses are directional. True in my experience.
2. The fuse maker explanations defy logic. True to me anyway.
3. Blind AB tests are really hard to do and moving equipment around to get to the fuse in back can also make a small difference.
4. Why not try them from TCC to see for yourself? If you like, its a small investment relative to your system.
In my experience fuses do make a difference once they’ve had 200+ hours of break in. Better ones make more of a difference. I use Synergistic and Audio Magic fuses and they typically remove some harshness while allowing for smoother, more detailed presentation.
Why do they work? I dunno, but they do something. Obvious end-of-the-chain ideas are the little screen right at the end of a faucet that changes the way the water comes out after being in miles of pipe or having people line up to enter a building instead of all rushing in. I truly can’t imagine why fuses work, but to me they do. Maybe it is the fairy dust.

