Why is there a fuse in this RCCB (RCD)?
The fuse is part of the RCCB control circuitry.
I suppose this is an North American system where RCCB and GFCI require selftest functionality. (UL 943)
The control circuit performing this test has a fuse to prevent fire in case of a failure.
This selftest is a regular intentional current across the sensing coil to make sure it detects.
It is wired on the load side so it will also be off in case of a fault.