The point of a fuse is to protect the wire. You are adding a wire going directly to the + positive terminal on the battery. Most cars are - negative ground, if that wire were to somehow or in someway get cut, frayed, stripped, what have you and short to ground the fuse is going to stop the current from the positive terminal of the battery hence fusing within like 12 inches or less from the batt. If it is not fused you run the risk of it burning right up along with anything else in its path. The reason the stock might not be fused is because the maker designated its path to the alternator in a way as to not present any danger of shorting to ground.
Please, correct me if I am wrong.