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.
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