why can't a fuse be connected in the neutral wire??????

The fuse is not connected to the neutral because the electricity is carried by the live wire. If in case there is a situation where high current flow through the live wire to the appliance and the ground wire completes the circuit, then the fuse will protect the appliance by breaking itself. Now, if the fuse was connected to the neutral (the wire which doesn’t carry electricity) the appliance would have burned due to the situation considered.