I have to agree with all the other guys on here. You are looking for 12VDC. You use the probe on one side of the fuse looking for 12VDC on the hot side and then on the other side of the fuse to make sure you have power there also. If you get it there then the fuse is good, if not the fuse is bad, plain and simple has nothing to do with continuity. I have been in electronics for over 50 years and have used these test probes all the time. A lot easier then dragging out my multi meter just to check for 12 VDC on each side of the fuse.
If the fuse is blown I don't care what type of circuit is on this side of the fuse that is providing power to it you are not going to get power. You are not going to fool the tester.
Here is an example of another fuse tester.
Fuse TesterI guess if you are right the manufacturer of this tester is wrong. If you read the product description they are saying the same thing as everyone else is saying. You can test the fuse in the holder. If the light is green the fuse is good , if no light it is bad.