I have asked the support of Fusion Markets and here is their explanation:
Liquidity is tiered, usually with smaller volumes quoted at top of book and liquidity providers willing to fill larger volumes at lower tiers of liquidity. This is normal across the broader market, where the spread you pay to fill a larger order is wider than for a small order.
However, MT5 will only show the price at the top-of-book, not the price to fill your whole order - so you need to account for a larger order being likely to fill across multiple layers of market depth in order to find enough liquidity.
A larger order is more difficult for a liquidity provider to fill with their liquidity providers, and is more risky for the market maker, so a natural dynamic in markets is that the available liquidity will be distributed across multiple price layers. This additional spread provides the liquidity provider with a buffer or cushion of additional revenue which in turn provides the liquidity provider with more time to hedge out their exposure.
So they explained that slippage occurs due to a dynamic spread! This means that the low spread they show in MetaTrader is just an illusion and does not apply to larger orders. Lol