Hi @krklns and welcome to the Joulescope forum!
You normally do not need to do anything for the Range Fuse and Max Fuse to work. They will engage if needed. You only need to reset them after they are engaged to resume normal operation. Since the fuse indicators are not engaged and measurements are working correctly, I do not think that the fuses are engaged, which is good!
Is the Sensor Status LED green? Green indicates normal operation. When a fuse is engaged, the Sensor Status LED will fast blinking red.
Here is an example of intentionally engaging and reseting the Max Fuse:
Also not that the Range Fuse will never engage if current range is auto (the default). It will only have a chance to engage if you select a fixed current range.