i say that if you are running a wire from your alt to your battery you should make sure the wire is free from anything that is gonna fk up the wire in any way shape or form. but thats just me i like to run my wire properly....so many people run their runs of 0 ga from front to back with no fuse...so why would that short of a wire need a fuse.
Have you ever seen a car have an accident? Like where the engine is pushed back from it's normal place? Do you think that the battery just stops producing power in that case? Would you like to know why cars catch on fire when they crash? Do you know what a dead short is? Have you any idea the amount of energy that would be unleashed if it were to happen?
If you take your dmm and test w/fuse versus a straight run you will see that fuse cost you in voltage big, it has a rather high ohm load to it so my setup has no fuse from the alt to the battery, but I do use one on the run from battery to the amp and always monitor the voltage with a digital volt meter.
I am not sure which type of fuses you are running, but I have tested my ANL fuses in their holders and they have a voltage drop of 0.01v @ 14.71v. That is not anything to be worried about. It would take 10 fuses to even drop you 0.1v. You will see that much of a drop with the wire you run.
running battery to battery i've found that its not required (nor absolutely necessary) if you run your wire carefully you shouldnt need it....but then again thats me(and many others who run more than 2 runs of each back to their batteries)
Let us know if you ever get into a crash and see if you survive. Knowing that a $10 fuse can make the difference between life and death, I choose to spend that $10. Have you ever seen a battery dead short before? Imagine when both of your batteries dead short. That will be some fireworks display.