Why fuse wires always thin

Fuse wires are used to isolate the circuit when high current flows. If fuse wires are thick the area of cross section increases, resistance of fuse wire decreases. So, even if high current flows through the circuit, fuse doesn't blows out. Which means, it acts merely as a connecting wire and not a fuse wire.

Because if they were bigger they could be filled with too much electricity and could cause an electric shock, my dude.