OK, someone explain it to me--------

You are thinking wrong. Fuse links "were" a last ditch measure, and did not always work. They are in effect a fuse, just "not as precision." 40A might not be a large enough fuse, how big is your alternator? Fuse in the alternator line has to carry full tilt aternator current. Also be aware of DErating fuses and breakers "for temperature" if they are located in the what-can-be very hot summer engine compartment.