spec of a fuse holder
Fuses first: -

Fuses do need/have a voltage rating - you wouldn't use a fuse that is only qualified for 125V on a 230V AC system. A fuse that is specified for only 125V AC may fail to "break" adequately at 250V AC. These are safety devices after all.

You'll probably also find that some fuses have a "high-rupture-current" rating too. This defines the sudden massive surge of current that may cause a lesser fuse to form a plasma inside the glass/ceramic tube and therefore still conduct and be unsafe.

Fuseholders: -

They have to handle the current and they have to not go unsafe on the voltage that may be placed across them.