Just a possible sudden and unexpected loss of engine power, power steering, and power brakes, all possibly while in motion with little time for a reaction. The main fusible link is slow reacting and requires a very large overcurrent situation to open it up. Fuses are simple and cheap protection for other less-essential components and wiring but add another possible point of failure to any circuit. Headlamps are not fused as well for the same reason, uses an auto resetting circuit breaker built into the switch for wiring protection.