OTOH if it was a safety thing, sort of a fail safe LOTO, that might make sense. The guy replacing the fuse might be surprised tho.
... when I first started, I did something like this. I was so paranoid of making a mistake that I had a multiple-stage test before working on anything. The final stage was to dead short it, first to verify the power was off and second to make sure it stayed that way.
This looks more like it may be used for a remote switch application: The other terminal on there probably goes out to the corresponding female pin on the other side.
I believe this is the correct answer.