If a fuse should be inline with the cable, then why don't the automakers fuse the cable that they install? It's not as if you'll be pushing any more current than the alternator can put out through the small cable that they built the car with.
If you had an accident, and the fused cable protected itself, the OEM cable could still ground out, and fry something.
It doesn't really make any sense to me to spend the time and money on something that may, or may not be of any help.
But hey, it's only my opinion.
Mike