I have a socket on my lighting circuit, it does not have a fuse in either the plug or socket and it is allowed in fact a really good idea as it allows me to wire the heavy chandler on the ground then slide in the plug with hook and chandler all pre-wired. Yes I know this is not the type of socket you are talking about, however fitting a socket has to be allowed to be able to use the special plugs and sockets designed for lights.
However in theory every light bulb should have a fuse incorporated in it, this is so when the bulb fails with ionisation the internal fuse will rupture rather than loosing the whole circuit, this does not actually work any more as the 6 amp type B MCB will trip before the fuse ruptures, but the idea remains, if some thing fails it should not take out the whole circuit. So again theory if you fit a fuse in supply to socket then any overload will result in that fuse blowing not the whole lighting circuit.
However as with the light bulb in practice even a 1 amp fuse which is the smallest that will fit in a standard 13A fuse holder will likely not rupture before the 6A MCB opens, so rather pointless fitting one.
However you can use other methods to remove the danger from a lighting circuit failing, use of table and standard lamps, use of battery backed lamps, I have a torch which sits in a charger always plugged in which auto comes on with a power failure. This means what could be regarded as dangerous in one house would not be considered as any more than an inconvenience in another.
So you need to do a risk assessment for your house, if the lighting circuit fails what is the likely result, I will give an example, in my house loft is floored so if some one trips the lights then I can get out without the risk of falling through the ceiling, father-in-laws house exactly same design has no floor boards in loft so for him a real danger if lights fail. So how likely is it that some one plugs in a large load, how likely is it the appliance with fail opening the circuit, etc. Including of course does it really need to be supplied from lights.
If you are sure it is safe go ahead, if unsure don't it is as simple as that.