Back in the good old days, analog multimeters usually didn’t have current ranges beyond a couple amperes. This changed when affordable digital multimeters emerged in the eighties of last century. For instance, we got 20A ranges in the most popular Metex 36XX and 46XX meters (which were subsequently sold for many years also under various other brand names), but they were unfused. The internal shunt was nothing more than a piece of copper wire, several millimeters in diameter.
This has all changed at the end of last century, when it became fashionable to have the high-Amp socket fused. So it probably has something to do with the fuse and maybe the new safety requirements could not be met for currents that high.
EDIT: Apart from that, I for one don't care, as I hold the view that high currents are a task for external shunts or clamps anyway.