What this thing lacks is overload protection, not fuse (it even has fuse on the current input).

Placing fuses on voltage and resistance inputs does not make much sense as the input impedance should be high enough that any sane voltage will not cause any damage (MCP6072's datsheet does not explicitly state the safe maximum current through internal clamping diodes, but it is probably safe to assume that it will be at least 1mA, which works out to 1kV on input), excluding high voltage transient surges, which is what the Cat ratings are really about and should be handled by some kind TVS network across the inputs or after the first attenuator (in which case the series resistor of the attenuator might in fact behave like a fuse).

The current circuit is somewhat more complex for overload protection. Common solution involves placing two antiparallel accross the sense resistor such that the fuse will reliably blow before the sense resistor and following frontend (neat trick in many HP designs is using shorted diode bridge with the DC-side short being actively driven by voltage follower. This causes the diodes to be mostly fully closed outside of failure conditions and thus minimizes any non-linearities inherent in large power diode).