The answer in the UK is that branch circuit fuses (BS1361) have a higher breaking capacity (16.5kA) than fuses used on appliances (BS1362, 6kA).
So if you used a BS1362 fuse in a branch circuit which had a prospective short circuit current greater than 6kA, then the fuse might fail to break the current flow on a short circuit resulting in serious damage (or fire) in wiring, and/or the fuse might explode damaging the holder, because you are exceeding its breaking capacity.
I don't know for sure if the reason in your case is the same.