It matters in the case of a malfunctioning device, as others have pointed out. If you're going to have an adapter than a allows a 15A device (which would normally only need to fail safely in the presence of 15A, or perhaps a very brief lighting surge) into a plug that can supply 25 or 30A, the adapter should almost certainly contain its own 15A fuse.

The reverse of this is plugging big loads like power tools or vacuum cleaners into extension cords intended for use with desk lamps, but I think most people understand that that's a bad idea.