People are “hearing” a difference because they believe there should be a difference, expect to hear a difference, and really, really, want there to be a difference (because otherwise they would have to admit that they have wasted several hundred dollars on something that can’t possibly work; and that their ears are not quite as golden as they want to believe). Psychology makes it very easy for there to be some perceived difference.
In reality (i.e. if you do not know that the fuse is in there) no one has ever been able to discern an iota of a difference.
As for the fuse being “directional” that’s just one way these crooked companies are preying on people who had slept through high school physics classes. One rather high-end (at least, more expensive than Rose) had even to publish a FAQ explaining that the fuse is not in the audio processing path, and does not have any effect. And in any case, the stupid thing is passing AC current. “A” is for alternating, it changes direction. If it really were “directional” device would not work. Luckily, the fuse itself is nothing more than a 3 cent fuse from Home Depot (or wherever they get them in bulk) with some fancy paint applied. It has neither directional nor any other sonic qualities. At best, it will actually melt at rated current and do its job. Equally possible, it will be the only thing left intact after a power surge. It’s no different from “directional” ethernet or USB cables. Just a load of meaningless gibberish that sounds impressive enough to people who do not know any better, but means nothing. If they really were directional they would not work, period.
Sorry to say, but you have not only wasted $650 on something that does squat, but you have also given that $650 to outright crooks.