Walker,
The fuse is there to stop surges getting to your bike when the trickle charger is connected to the mains. It won't do any harm to your bike or the battery.
BTW: the trickle charger won't work without the fuse being there.
Smylea hit the nail on the head. most dealers fit them a s a part of the sale,because the alalrms will flatten the battery if stored for any length of time.