The fuse plug offers no protection because the average modern electronic (not electric - hairdryers etc.) appliance needs a much smaller fuse. 3A (the smallest UK plug fuse) is about 700W, at which point most things short of a kettle are already toasted. (That said, it’s not really clear what “protecting the appliance” means - you can’t push current, only pull - so if the appliance is drawing more than it should it’s probably already toast. What you actually need to do is hopefully stop any components in a broken appliance which may go pop and start a fire doing so - and transistors and the like can go all twisted-firestarter at 10s of mA, let alone 3A at 240V.)
Let me try to reiterate more clearly: The purpose of the socket fuse is the same as the purpose of ringmain wiring: to allow saving copper on cheaper cable.
The ringmain has a big flaw - unbalanced loads can overload the in-wall wiring, because it uses cable rated less than the breaker protecting it. Fuses in plug sockets help make it harder to unbalance the ring (because the most you can draw from any one socket is 13A, no matter how many extensions you string together.) In “radial world”, you have a 16A breaker on 16A wire, and all that happens if you trail extension leads together is you trip the breaker - so no need for a fuse in the plug.
Another flaw of the ringmain is that 32A breaker. If a device fails with a short, it can draw more than 7KW without the breaker tripping; that’s enough not just to burn the cable, it’ll weld the pins in the plug and socket. The fuse in the plug mitigates this - again, with radial wiring, no need, because the most you can draw is the 16A the socket is rated for without tripping the breaker.
The third helpful feature of the plug fuse was it allowed for cheaper appliance cable; think old-school lamps with essentially bell-wire cables. In the olden days in the UK there were dedicated lighting sockets (with round pins) for these, on a dedicated lighting circuit with a lower rated fuse in the distribution board - the house I grew up in still had a few of them - but with the move to BS1363 as standard, there needed to be a way to safely fit the new plug to those old lamps without burning the house down - the replaceable fuse allowed for this. It’s not a coincidence that the other (than 13A) common fuse sizes are 2A and 5A - those were the ratings of the two different round-pin lighting plugs which the new plug & socket replaced.
None of these purposes of the plug fuse is actually protecting the appliance; they are all about protecting the ringmain and the cable. The fuses in the plug are simply too coarse (3A, 5A and 13A, of which even the lowest is far too much for modern electronics short of gaming-rigs,) and the fuses too slow-blowing.