Amp for the premium systems should be under the center console under the radio. But if you do not have the sub, the dealer took out the sub, there is no way to have the premium system without the sub or vice versa. I asked several dealers about that as I just wanted the sub when I bought mine.
my 08 is the same way. the fuse is there for the "amp" but i dont have an amp. i think its just something they pop in there for all cobalts so if you get the premium sound system its there. idk though your guess is as good as mine.
For those who are wondering why there is a fuse in the fuse box for an AMP, yet they dont have the premium sound system, here's why:
the Cobalt comes factory with a base sound system including four(4) amplified satellite speakers. The Premium sound package includes four(4) amplified Pioneer satellite speakers, two(2) high range Pioneer tweeters, and one(1) amplified low range Pioneer Sub woofer
the Sub's amplifier would be located with the XM satellite receiver(if equipped) under the rear dash panel, the amplifier for the satellite speakers are located underneath the stereo in the center console
For anyone who has tried to re-wire for an aftermarket deck will have noticed an amp wire coming from the stereo that they will need to reconfigure.