Fusing is the act of heating the surface of the paint in order to melt (fuse) the layers together. Fusing layers together keeps the encaustic wax from chipping or flaking away. This is one reason that a heat gun or torch is indispensable.
In addition to fusing, the force of the heat/hot air can be utilized for creating different effects by blowing the paint around on the surface.
Caution: Many heat guns can heat upwards to 1100 degrees; high heat can cause a fire and the overheated paint can produce toxic gas. See Encaustic Safety Precautions and Temperatures (Melting and Flash Point) for more info.