thermal fuse as electrical fuse
A thermal fuse is like a mechanical switch that is spring-loaded to stay in the open position. To make the fuse, they push the contacts together and fill the cavity with something like wax (this is a basic analogy, might not be 100% accurate). When the wax melts, the thermal fuse opens. Prior to opening, the resistance is VERY low compared to an over-current fuse. Running current through the thermal fuse doesn't really cause it to get very hot, so it is not a reliable way to cause it to blow.

The current rating is the largest current you are allowed to run through the fuse and still expect it to work correctly (if it gets hot). The current rating has very little to do with triggering the thermal fuse to blow. If you exceed the current rating, you may have trouble meeting safety certifications (if they are required). Also, if you exceed the current rating, the fuse may open prematurely. If you exceed it by a lot, it may fail in an undesirable way (may explode or arc-over when it opens).

Sometimes it may be OK to exceed ratings of a component if you are able to do sufficient testing to justify it. That testing would involve building samples and testing them by deliberately introducing a fault to see what happens. If that doesn't work for your schedule or budget, then it might be better to just use components within their ratings.