(1) It is not a wise idea to replace the fuse with a piece of wire, as it has a very low melting point.
(2) Every wire cannot be used as a fused filament.
(3) A fused filament must have a low melting point such that it could melt and break in response to a large amount of current.
(4) Most of the wires have high melting points and hence a wire cannot be used to replace the fuse.
(5) In the case of a metal piece, the melting point will be high and the circuit will be intact in case there is overload or overheat.