I've tried to think of a use-case for a 5000 Ampere fuse. Perhaps in each phase of the supply to an electric arc equivalent of a blast-furnace?
Many used on the Railways like London underground, Third/Fourth rail on the 750V DC were the currents are higher.
As I have said before working in the research dept on the railways we had a project many moons ago to short out the 25KV overhead power cables to the rails to measure fault currents in the local cables and in the substation on a branch line near Witham to Braintree Essex,
It took more than two weeks to get all the instrumentation set up and calibrated, the test were in the night when there were no trains on the nearby main line, It was -20c that night with frost on my boots.
We did a few test and it was more like a fizz than a big explosion when the special contact breaker was closed.
Did you notice the cables jumping in the video with the high magnetising currents.
@Alex re..'I doubt just anyone could order that without a good reason.' you can, I was offered a 3 phase supply when I built our house.
But opted for a single phase ( with the chap installing it giving me some larger fuses to put in if I needed to pull more power
).