When you go into CAT IV rated DMM's you are far beyond the realm of desktop lab equipment.
I once watched a servicemen working on a home fuse box. Rubber mat on the floor, full plastic suit, rubber boots, gloves, full face shield, isolated tools. Compared to that the cost of some DMM fuses is negligible.
On the other hand, I've got a brand new BM869s on my desk, and if it's fuse ever blows, I will likely replace it with some pretty standard 50ct fuse, because I am well beyond the other side of my house fuses. Or maybe I will buy the expensive fuses, just to remind me that I did something stupid and should pay the proper price for being stupid.
One reason the DMM fuses are a bit special, is the combination of the high breaking capacity, low burden voltage (and heat in a small plastic enclosure) and small size of the fuse.
If you've still got a house with those standard ceramic house fuses. Those are in big metal and ceramic holders. and when loaded just below their melting point, they (and the holders) can become hot enough to melt the plastic of your DMM.