you have to appreciate the purpose of the fuse, then determine if a higher rating fuse is appropriate.
as you can imagine, the fuse is there to protect against problems like a short circuit, where there is a surge in power/current, and the fuse 'blows' to protect against overheating wiring and potential fire.
the fuse must also be matched to the gauge of wire it is protecting. if the fuse is too big for the wire, the wire becomes the fuse! as an extreme example, imagine putting a 300A fuse with the thin wire supplying the heated seats. if there was a short circuit, which will blow first, the wire or the fuse? the wire would overheat and 'blow' before the 300A fuse, which is obviously hazardous.
in your situation, is there a fault with the heated seat, causing a power surge? you need to have this checked out first, perhaps through your alfa dealer/mechanic.
it actually requires a lot more than 15A to blow a 15A fuse. not 15.1A or even 20A, but potentially 30A, depending on how sustained that power surge is.
so, is it expected that under 'normal operating conditions' (ie: no fault), that the circuit will draw considerably more than 15A? if so, how much more, and will a 20A fuse resolve the issue.
potentially, yes, a 20A fuse is required, but it's not necessarily that simple. hopefully it is.
discuss it with your alfa dealer. they may be aware of this issue already, and advise that a 20A fuse is required and safe. but if it's not a recognised problem, your seats or the wiring may be faulty.
sorry for the longwinded reply. it would be poor advice to simply say 'yes', do it.