Yes, your not fusing to protect the lights, or even the battery, but the wire. If you don't fuse. Then the wire will act as a fuse. It and anything near it, will get quite hot, before it burns through.
I installed mine in my 2012 Lariat Screw just as OP explained. Very pleased with the results and the way the lights work with the cargo and interior lights. Took about 1.5-2 hr to install below my Peragon bed cover.