Yes,a DVM needs a fuse because you can usually connect it up to read Volts, or Amps, without even changing the probe connections.

Even if you had to, you could still stuff it up.

Multimeters are supposed to be used by skilled, trained, experienced people like me, but mostly are not. Even I have blown the fuse in a Fluke. Just once. And it was embarrassing to have to ask for another, from stores.

Just set that dial the wrong way, and connect it across a stiff voltage/current source and see what happens,

That fuse is there to protect the meter, and it’s leads, from frying. Nothing to do with “safety”.

|In a Fluke it is also usually a very expensive fast-blow fuse, that you won’t be able to source easily. It is so because it is also required to break very high voltages, very quickly, without arcing over etc. Which is also part of the certification that serious meters have to comply with.