Link is provided at a Neutral common point in the circuit from which various connections are taken for the individual control circuit and
so it is given in a link form to withstand high Amps.
But in the case of Fuse in the Phase of AC circuit it is designed such that the fuse rating is calculated for the particular circuit (i.e load)
only. So if any malfunction happens the fuse connected in the particular control circuit alone will blow off.
If Fuse is provided in Neutral and if it is blowout and at the same time Supply is on than due to open or break Neutral Voltage is
increase and equipment may be damage.