I haven't heard of this practice but it sounds like a good idea to me.
If one blows, it's a good idea to determine why it blew.
Suggest you leave them soldered. Then if you take it in to be resoldered you can discuss the situation with a tech.
Best bet - Buy a radio shack cheapie (low wattage), keep it on hand, if the fuse blows - hold it on the soldered part of this fuse, just until the solder lets go - nothing to it - replace the fuse and decide then if you want to resolder it.
Resoldering is not hard - just heat the new fuse until the solder flows from touching the fuse, not the iron tip. Only use a little solder, don't gob it up.