
Well, there isn't any technical reason for your two fuses to sound different. A typical AC line fuse will probably have approximately 0.25 volts across the element in normal usage. Relative to 120VAC that's nil. And there isn't any reason why slight variations would find their way through a devices PS and yield some sort of audible result.
If installed in series between amplifier and speaker, I could understand a possible audible effect related to the non-linearities of the fuse element. Fuses are not suited to that application....IMO.
All fuses have overhead. They will carry slightly greater than their 100% rated value indefinitely. They will open within a certain period of time if carrying 150% of their rated capacity. They will open within a shorter period of time if carrying 300% of their rated capacity. Etc, etc. You can find this information on the data sheet from the fuse manufacturer. Unless, of course, it's Hi Fi Tuning fuses, which doesn't supply any information.

However, I suspect this isn't the "overhead" your seasoned buddy was talking about.

I have no idea what he's referring to.
Anyways, use the fuse that sounds the best. Subjective evaluation trumps safety in all cases.
Cheers,
Dave.