Fuse box ls conversion

Can anyone please tell me why the battery side of these fuse terminal are joined and why, wanting to change fuel pump fuse to a heavy duty fuse but can not understand why its connected to thermofans and pcm+ fuses, images below, thank you ?

That's the job of the fuse box. Take B+ feed and distribute it to individual circuits.

Why are they all connected tho when they have there own individual sources of power

There is common power feed to all of the different branches. This would be where the power gets into the fuse box, in one way or another from the battery. There, within the fuse box it separates into the different circuits. These different circuits are protected by the individual fuses.

Each fuse got 2 terminals, one of which then is connected to a common source/feed while the other fuse terminal connects to the specific load of this specific circuit..

The reasons why are usually related to cost. In a primary feed after a large slow blow fuse the wiring needs to operate with a known load, that is a known current requirement. Instead of just running one large wire you can use several smaller wires in parallel, which essentially provides the same current capability. If you use three wire sizes and colors that are already part of the harness build you do not have to use larger and unique wire gauge and color. However, I would consider the approach lazy if there is a possibility of an overload if any of the paralleled wires goes open circuit, whereby the others would have to compensate which may overload the remaining wires.