A fuse will protect a wire from getting too hot from too much current running thru it. It cannot protect a bad connection from getting too hot if the current is within the range of the fuse. I have seen connections melt down to nothing. Usually in a high current circuit like lights or fan.
Porsche had an even neater problem with warm electrics. In early seventies, 914s had small heated rear window. Switch was a timer as I recall. Supposed to shut off after x-number of minutes. Didn't always work. Very common to see a 914 with the back window all busted out. The safety glass could not take the heat.
If you get a bad connection, the plastic body of the connector can start burning or the dash padding can ignite if it is against the connection.
Glad no one was hurt. MB will make more cars.