When should you use a fuse?
You need a fuse if you want to limit possible damage if something got shorted. This is defenetly possible with non-protected LiIon batteries for example.

For low-voltage applications there are self-healing fuses (often found on motherboards, especially for USB protection).

For non-autonomous robot I would just have 1 fuse on battery, so that it would not burn.

For autonomous one you might need one per each power consumer + sensors to react on shorted engines e.t.c.