That's what I like about the better built meters: If you plug into the current jack and set the knob to volts, etc then it'll beep at you until you correct that mistake.
Mine does. It did not prevent me, twice in a single month, from trying to measure residual voltage on a (beefy) capacitor when the probe was in the current jack *and* the range selector was in the mA/uA position (after I did some actual current measurements), so the meter honestly did its job and would not beep.
Lesson learned: buy enough spare fuses when you have a chance. Also prefer meters with easy access to fuses, if possible, whence comes another pet peeve of mine: I want an updated version of Brymen BM869s. Easier fuse access, white LED-capable diode mode, wireless communications, faster update rate in some modes, auto-hold, low impedance mode. Come on Brymen, it's long overdue.