Fuses should be sized to protect the WIRING, not the component. They're there to prevent fires and elec. failure due to dead shorts, not to keep "too much power" from going to the component. Regardless if there is a 2.5 amp fuse, or a 50 amp fuse, the light will only pull as much juice as it needs to operate.
Automotive applications are pretty much the exception to the rule, but in most other cases, wiring is not radically oversized. To use a couple of examples;
In residential/commercial wiring, your breakers are sized according to the wire size in the walls, not the actual expected load. If your house is wired with 12ga wire, you have 20 amp breakers. If you have 14ga wire, you'll have 15 amp breakers, etc. What you actually plug in the wall doesn't matter.
In aircraft, where they DO take load into consideration, they figure the max load required on the circuit, then size the wire to carry only as much load as needed(to save weight) It's not unusual to see 20- and 22ga circuits in aircraft for some pretty critical systems(you'd call it telephone and thermostat wiring)
Since we don't restrict wire size in our cars to the minimum required to carry the current, pretty much any small fuse size will work.
On the race truck we have the amber light wired into the fuel pump circuit(no off switch allowed per the rule book)with a 5 amp fuse in-line(we use a 50W amber flood light)