FLUKE 15b+ fuse test
Your fuse is fine.

Briefly, the way these meters work is that there is a precision resistor (shunt resistor) in series with each of the current terminals. For the 10A range, the resistance is maybe 0.1Ω. However, when your meter can go down to a resolution of 0.1µA, the voltage generated at that resolution is very small (about 10nV), and that's hard to measure. To compensate, larger resistances are used to generate a larger voltage to measure at the lower current ranges. 

It's likely that the 8kΩ you are measuring is either the burden resistor for the 400µA range, or perhaps the resistance of a safety circuit to protect the current input when un-powered.