The type of plug your picture is for wet locations, like comercial kitchen use, or outdoors, and having fuses would require opening the plug body and possibly damaging the watertite design. I would imagine that since it needs to remain watertite to meet its safety rating, it is not meant to be opened after intallation, execpt by qualified persons who know how to reinstall it properly.
I use a similar plug called an "Arktite" for disconnecting live loads, and there is a required procedure on installation that the average "consumer" would not likely follow, possibly rendering the plug unsafe.