Modern electronics are require protection against faults that may occur external to the thermostat.  Microclimate thermostats are fitted with Ultra Fast fuses.  These are not to be confused with fast blow fuses as a fast blow fuse will not react quickly enough in certain situations. The fuse offers protection against faults such as worn out/bad quality bulb holders where the contacts have become weak, bulbs with sub standard filament materail which can droop when becoming warm or many other instances where a bulb can pull a huge surge through from the mains.  The fuse being fitted allows your to get your thermostat back to controlling the enlosure in a very short space of time.