I've been frustrated by those myself.
Only reason i can think of is this -
in some circles the fix for a blowing fuse is to put in a bigger one. Ever heard the phrase "Put a penny behind the fuse" ? That has burned down a lot of homes.
The soldered in fuse assures that it will be replaced only by somebody who has at least an inkling of what he is doing.
I like designed-in safety. Henry Ford was a genius at such things - headlight circuits in early Fords were protected by thermal overloads that cycled as they heated and cooled, so a faulted wire to a headlight would cause them to cycle on and off allowing you to limp home. A fuse would have left you with no lights at all. My '53 Ford was so wired and i think it dates back to 1929 Model A.
Some 1980's Fords have a headlight fuse inside the dimmer switch, which assures that should the headlight circuit develop a short it'll get fixed by somebody with at least the competence to find it, instead of putting in a bigger fuse and setting the car afire.
I don't know how it's done today.
So the answer to your question might be the proverbial 'ounce of prevention'
or it might be simply saving a step in assembly.
When studying designs it is often fruitful to ask yourself "Why would a rational man have done this?"
old jim