Glass fuses are not appropriate for high voltage circuits, you _must_ use "HRC" types, eg. sand-filled ceramic ones that are rated for at least the circuit voltage.
When a glass fuse blows while connected to high voltage, the metal fusewire arcs as it separates and simply vaporises, remaining conductive as plasma for some time and allowing extremely high surge currents through the circuit. It's not unusual for them to explode.
HRC fuses with proper voltage ratings quench the arc as it forms so prevent that surge. Glass ones are only suitable for low voltage circuits.