One of the things about this hobby is you can extrapolate things to the ridiculous. Fuse direction is one of them. How do you know that by switching the fuse it is the metallurgy of the fuse with respect to the AC source that makes it sound different? Maybe it's the fuse holder. If you look at a fuse holder there are two connections -- one on the end and one on the side. There is no standard (or electrical difference) which connection is from the power inlet and which connection is to the transformer. Some manufacturers wire the inlet to the side and the outlet to the end and some do it the other way. So when you change the fuse direction and hear a difference, maybe it's the way it's oriented in the holder and that is why other people hear it differently or hear a difference with the same fuse turned around in different components.
I recall a conversation I had with Ken Stevens of CAT who said if you don't have the time or patience to evaluate a tweak... then save your money.