See fuse is not for to run the supply!!!
It is for protection.
So for 400W supply fuse will be designed to protect that SMPS.
And for 250W supply fuse will be designed to protect 250W SMPS. Now if your system is consuming 230W. U are using 250W SMPS, And if something goes wrong into PC, it will start consuming more than 250W. So here PC will load on SMPS and fuse is the only thing which has to protect SMPS. So it must blow.
Now tell me if supply is good enough to provide 400W, though PC needs only 230W normally, and if somethig goes wrong, PC starts consuming more than 250W, what your 400W SMPS will do??? It will provide 250W, beacasue it is designed for 400W. And in this case your PC must not be provided 250W. Otherwise it will burnout.
And still you don't believe do one thing Apply 300W load on 250W SMPS. And start SMPS see what happens.
And aply 300W load to 400W SMPS and see what happens. and tell me what blows...
And here this is not the case of experience here this is case of logic.
I know better that if my load is 230W, than an 800W SMPS will obveously drive it. But It is like, to load 2Kg wait your are using A train