Fuses will indeed change the sound as without them you simply have none. So the lesson here is use fuses and don't be a fuse refuser...some of my fuses cost more than a dollar and hey...they're worth it!
The guru on fuses:
For two years, I have asked why and how fuses could possibly matter. All I got was arguments of faith, pro or con. I needed a real audio guru who actually knows. Here is a link from John Curl’s discussion on Parasound’s website. He engineered and designed some some great equipment, including some Mark Levinson gear, The Grateful Dead’s 30 plus McIntosh amp powered Wall of Sound, and his admittedly, somewhat price compromised Parasound designs. He discusses the electrical properties of standard fuses, showing how they are compromised. The entire article is quite enlightening, but to skip to the fuse section, go to the bottom half of page 6. https://www.parasound.com/pdfs/JCinterview.pdf