hmmmm, I must confess, I have no idea? It’s a couple of years since I fitted them and have no recollection of that fused wire? Not surprising with me though 
I’ll msg my mate (bally3) he fitted the same and may have more of an idea! I ‘think’ it’s power for the DRL part of the bulb as the indicators get their power through the OEM bulb holders.
Barrie
My mate sent me this pic
He had the same question mark on his