I think in this case, the fuse is to protect the CAR WIRING more then the JB3 - from shorts and overcurrents. If your JB3 flipped out and developed a short, you'd pop THAT fuse instead of the one in your car, or worse yet, fry wires in your in your cars wiring harness.
A battery will likely NEVER send out more current than is called for by the device on the other end, a fuse WILL however protect that BATTERY in the event or a short in the JB3 or adapter wiring.
In short, if you got room in your hack/DIY mods to put one in, it certainly can't hurt, but it protects the power source & not necessarily the JB3.
If you DO choose to include a fuse, make SURE you carry an extra one with your rig. Nothing like blowing one and not having a spare with you.
Rick