Fuses do not affect the sound. If they did, do you think manufacturers of thousands of dollars' worth of equipment would not already put some 'audiophile' fuses in them to make their equipment sound better ?
Sorry, but I disagree from extensive listening and testing experience. That's all I will say because this is a subject that is very susceptible to a flame war.
As far as why manufacturers do not use audiophile fuses, there are many reasons discussed, but I would probably think it comes down to part availability and manufacturing expectations. There are some boutique equipment manufacturers that do indeed have had a fuse upgrade as part of the standard options.