That's not a fuse symbol on the DME block - it's a resistor. The resistor and transistor symbols simply indicate an actively controlled input or output on the DME module, nothing more.

In this case the O2 sensor has +5v (voltage) on one side of the sensor element, via a current limiting resistor (most likely).

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Wayne
2005 BMW X5 3.0d (b 02/05)
2001 BMW F650GS Dakar (b 06/01)