I can see some engineering reasons why a fuse upgrade for the output fuse in a power amp might make a difference. They are outside the feedback loop and in series with a low impedance. Small impedance changes due to frequency could be audible. However, it would be very subtle at best.
Line fuses are different, they are facing a big bridge diode network and some very serious filter caps. For nonpower level electronics, they also have a voltage regulator in line, too. By the time the AC Mains voltage is converted to regulated DC Voltage, the effects of the fuse is long gone. Regardless of how the fuse is made, what it's made from, how well it's made, or its bandwidth, it still has to follow the I squared t curve for the fuse size. If it doesn't , then you might as well replace it with a chunk of copper and pray you don't have a fire.
Chaging an AC Mains fuse to a non UL listed fuse is just plain stupid. Changing to a digital breaker still requires meeting the I squared t curve of the manufacturers fuse. If not, you aren't protecting the device. If it does meet the curve, then you have to ask yourself just from where is the improvement coming.