With your permission, I will try to (easy) explain a little this about the fuse in the audio/video world. This as a conclusion in the last started here (quite stupid) subject. (For those who are interest in this, there is out there a lot of documentation about the fuse in/and audio.)
There is really a clue about the fuse(s), but in the case of BDP95 is not.
A fuse act as an resistor (even as an inductor) and it have a quite important resistance, can even drop the power in a system, or affect the signals paths if is placed wrong (by design). If the fuse is placed in a very beginning stage of a power system (AC path) there is no any problem for the audio/video stages in a device/unit. One have anyway such fuses in a house AC electrical system... If (the bad designer) place the fuse in the DC path of an audio/video device, then the problems occur. Changing that ordinary fuse placed in DC path of a system, with another one will change that enough significant resistance (even inductance) value with another one. For varies reasons a very low resistance/inductance in an DC path alter the signals in quite low frequencies, harmonics and so on, in an AUDIO system, and this have an impact for the outputted sound and for the listener. In a video stage this impact is non-existent.
Placing a fuse in the input AC path do not affect at all the quality of an audio system, but only will protect it. In such case the following DC path of the power will be as clean as technological possible, with the resistances/inductance/capacity of the involved wires, PCB traces or the contact resistance/inductance/capacitance of the connectors/contacts.
In the case of BDP95 the fuse is placed correctly in the AC input path (before the switching/analogue PSUs), so absolutely not any problem occur because of that fuse. There is not any upgrade to be done here!
There are many other and more sophisticated upgrades in many different stages (including power system), which have dramatically (positive) impact for the overall audio/video quality of this player...