To Fuse or Not to Fuse... That is the question!

Ok.. I think I understand that no fuse is better than a cheap fuse. And a good fuse is better than a cheap fuse. But is no fuse better than the best fuse?

One person on Audiogon said that he achieved better sound by using a Blue fuse over no fuse. I guess my question is... Do these new, high dollar fuses just allow the current to flow better with solid protection or do they actually due to quantum physics or something, actually improve upon the signal by eliminating errant bad electrons and thereby actually improving the music over no fuse at all?

I gots to know!