I don't have any idea. I'll throw this out though, the amount of energy needed for a spark to jump a gap goes up when the pressure goes up meaning the coil has to put out a higher voltage to the plugs. Perhaps when on the dyno the cylinder pressures got high to the point that the coils are drawing too much current and causing the fuse to blow. In over 40 years of wrenching on cars I've never seen this happen, but it is possible I guess. Personally, I'd do a good resistance check on all the coils to see if they are in spec and near uniform with each other. Check the wiring in the system for good connections, especially the grounds (95% of strange wiring problems are caused by bad grounds).
It's possible you're seeing this only on a dyno because the cylinder pressures are getting higher there, or it might be because with no movement through the air the engine bay is getting more heat soaked than when you're driving down the road. Keep us updated on what you find.
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