Fuses in plugs in the UK is because the ring mains setup that's common in the UK is typically rated for 32A, and providing 32A cables for all appliances would be ridiculous, so a point is needed where the maximum load is reduced. In the rest of Europe, it's more common to have lower current capacities, so they only have to be rated for 10A, 16A or whatever. Once they are so rated, having a fuse in the plug is redundant. Incidentally, Ireland uses a sort of hybrid system - ring mains aren't that common and we tend to favour the mainland European topology at 16 or 20A, but still use the UK plug and socket system and align most regulations. Best of both worlds
In general, the whole idea in any protection system is that everything downstream from a fuse or breaker should be able to safely handle anything up to that current. If it can't, it should be designed to fail safely. You don't have any additional fuse in a lamp, for example, because the bulb fitting, switch and cable will all be rated for at least the same current as the specified plug fuse, which could be 1A or 3A.
It's common for PSUs to have a fuse on the AC side for this reason, because the PCB traces and various components might not fail safely in high current conditions, and they're usually for a far lower current than the mains plug, switch and cable can handle. They're often not intended to be replaced, being soldered in place or even embedded in a transformer's windings, the thinking being that if you end up in a situation where you've got that much current flowing, there's something drastically wrong and the PSU should be dumped.
That said, I'm all for a fuse on the DC side too, with the caveat that is should be easily replaced as a DC short is far more likely to happen in situations where people are messing about inside their machines. When I build ATX adaptors for retro machines, I include fuses to protect the machine from the 40A+ that an ATX PSU might pump through a short without shutting down. And it certainly sound like this guy is trying to drum up business for his own units. Not without precedent either, look at how IComp spend a year or so blaming every fault with their products on the PSU while they developed their own supply...