Coordinating the protection of a fuse's I2t curves with a transistor's SOA requires lots of work.
On one hand, you don't want nuisance tripping when playing loud levels. On the other, you want the semiconductors to be protected.
But even then, it is far easier with a fuse than with a Polyfuse. Not only polyfuse's trip current highly dependent on the ambient temperature, with each tripping event their characteristics start to shift.
OT: that is the reason, when the first solid-state power amps were introduced, that vacuum-tube enthusiasts would sneer at them.
If you overload a vacuum-tube amp, you have a long time before major damage occurs, and then a fuse protection was very simple to implement.