I'm not sure I understand the question.
One might normally expect the Power On and Power Off indications to be located at a power switch or other control with similar functionality. One might normally expect the Fuse indication to be located at a fuseholder or other element with similar functionality. Does the element that you describe as EMI Filter also provide the Power Switch and Fuseholder functions? If yes, then having the legends there makes sense. If not, I'm unclear on why the legends are there.