Well, I can understand that no fuse is better than fuse. However, you are potentially setting yourself up for failure. I'm sure you know that removing the fuse and hard-wiring will VOID any sort of manufacture warranty that you have. The other thing you don't realize is that the fuse is meant to blow when the unit pulls more A/C current than is expected. This can happen when you have huge inrush of current to the transformer. However, it can also happen when there is a short somewhere in the circuit. If the short causes significantly more current to be pulled in than expected, it can actually fry multiple elements in your circuit. An example would be a preamp/DAC device that should not have a fuse higher than 1-2 amps. If you remove the fuse and something shorts, you can cause more problems than just the shorted area. Resistors blow, electrolytic caps blown, op amps, etc. etc.
I have no doubt that it sounds better, but the risk is yours to take if you wish. Not saying that your equipment will be fried by an uncommon short or circuit failure. It's that 0.02% chance that something MIGHT happen.
Up to you.