Incandescent bulb works on the principle of heating effect of electric current and the light produced by it is proportional to the heat generated by the bulb wire. As the temperature in the wire typically reaches to about 3000 degrees, the melting point of the wire used should be high (more than 3000 degree). Tungsten is the most suitable material for it, as its melting point is around 3400 degrees.
On the other hand electric fuse also works on the principle of heating effect but fuse material should have low melting point. Fuse melts due to heating when current exceeds certain limit and protects the circuit. The melting point of lead or zinc is less and hence is more suitable than copper to be used in fuse.
Copper wire is widely used for electrical wires as it is good conductor and economical as well.