I believe it's because the fuses (or any other connection point) is deemed to be a weakness. If an amplifier is properly installed, there will be a large fuse as close to the battery connection point as possible. Any other fuses in the amplifier itself would be considered redundant. From a safety standpoint, if an installer chooses not to fuse the main power wire to the amp the fuses in the amp will not prevent a fire from occuring should the wire get shorted. Therefore there MUST be proper fusing on the power wire and further fusing in the amp is not necessary.
The other reason for this may be that in many larger amplifiers from reputable companies (RF and others) they use un-regulated power supplies to get the maximum from their amps. Fuses could be considered a bottleneck in these systems as a properly installed system, again, has the required fusing at the battery.