When the coil first energises a large inrush of current occurs. If you were to put a fast blow in and get someone to energise the coil while you watch the fuse, you'll see the wire inside flex slightly as it expands and then contracts. Slow Blow fuses are designed to withstand this flexing by having the wire coiled like a spring or a small blob of alloy which quickly melts and then solidifies again in a surge current situation.
