I ran across this a few versions ago, and I don't believe it has ever been addressed.
How I have got around it in the past is just not to use sub assemblies or multi-bom's. Work on a one part per block basis.
Eg, create a electrical symbol which is a dashed line box which fits around your fuse symbol. Use this as your fuse holder part, and then use the fuse symbol,as your fuse part.
Its not elegant, but it gets you by.