First of all, you have to understand why wires are used in an electric bulb filament and also in a fuse. In case of a bulb, it is expected that the filament will heat up to a very high level as to radiate visible bright light. So the element of the filament has to be of high melting point, such as Tungsten. This is the reason why thin Tungsten wire is used as the filament of an electric bulb. But the same is not used in an electric disconnect fuse. Because in this case, the wire is supposed to melt due to excessive heat produced by currents higher than the rated one. In other words, when an electric current higher than the rated one flows through the electrical instrument (which is to be protected by the fuse) for a prolonged time, enough amount of heat is produced in the fuse metallic wire to melt it and thus disconnecting the electrical circuit. That’s the reason Tungsten isn’t used in this case, which would not melt ‘so easily’.