The best answer I could find was when you Google it, that the fuse is of poor quality. I cannot leave you a link, but you can find it for yourself. Put in poor quality fireworks and all sorts of things will pop up. No pun intended.
Low quality fireworks have loosely bound mortars, shells and cannon fuses. Moreover, there are mighty chances that the cannon fuse or the visco fuse of the firework would be inappropriately small and have loosely wrapped protective layers. A good quality firework would always have a long cannon fuse with minimum of three protective layers wrapped around it, tightly. The three layers are, invariably, a combination of usual and lacquer coated wires. While the usual wires provide mechanical strength, the lacquer coated ones provide water resistance to the fuse and keep the fuse from falling apart.
