All systems have some form of distortion to some degree since none are perfect.
The first basic trick to good sound is to minimize noise and distortion especially the more offensive kinds.
Fuses are low in the food chain in terms of their overall impact on noise and distortion compared to most of the other usual suspects.
If someone hears a difference with a fuse or other similar RELATIVELY minor tweak, that is probably a good indicator that most of the other bigger more common culprits are in check. Or maybe the original fuse needed reseating or had some other issue that the change fixed.
I don’t see how anyone would object to calling a fuse a relatively minor tweak on e the grand scale of things, but I suspect some will. IMHO YMMV and all that good stuff as always.