What really matters is if what the wire is connected to can source a lot of current.
Clearly the battery and any part of your main bus can. So the AMPS and volts input should be fused. A resistor works as well as a fuse for wire protection, but in these cases, it would mess up the readings so you can't do that.
The RPM input wants a resistor, not a fuse. In that case, we want to make sure that if your wire shorts, the engine doesn't turn off. The P-Lead is designed to be grounded in order to turn the engine off. This means it develops very little current and can never harm a wire. You'd be hard pressed to find a fuse that would blow on a short. So the resistor limits current to the point that the wire is fine for sure and the engine stays running. It's all you need. The resistor doesn't mess up the readings since we count pulses, not voltage on the RPM wires, so the voltage drop the resistor creates isn't a problem.
Other sensors like oil pressure and thermocouples just can't produce more than a few mA no matter where they are shorted. So no fuse is needed.