The subject of consumable fuel has been brought up before, and the majority of players are against it for the simple reason that it would be exceedingly annoying if you ran out of fuel in open space - not to mention the fact that transports would have to waste half their cargo space to carry fuel just so they can trade.
Look at it this way: everything your ship needs to run is already included outside of your cargo hold. You dont keep fuel in your cargo hold, you keep it in fuel tanks near the engine room, thus it doesnt need to be in the cargo hold in order to do it's job. The same goes for oxygen, food rations, crew members, so on and so forth.
My Order stuff runs off magical keys, my navy stuff off the lolwuttery, my RM and BDM stuff off Anne's pure awesomeness, my CBF off of Zig's insanity, my SCRA stuff of w/e we use, and my FL stuff off the awesomeness of Rainbow Dash:sleep:
Edit: oh, my Lynx and Cougar run off the hatred of Gallia, my Black Dragon off the insane amount of "Forever Alone" faces, and my Templar runs off of Tea and Crumpets.