It's because a lot of the time electronics connect the ground to the case of the device, or the mounting points. So the whole frame of your bot would be battery ground in that case. It doesn't really apply here as much but for example on a powersupply you could have the ground going through the casing into the board, bypassing the fuse completely. Hence putting the fuse on the 'dangerous' wire is good because it will will always only have one return path. Making the fuse the limiting factor.