When was the last time Fear actually did anything in a game of 40k? In 30k, Fear is a valuable tool but in 40k you can't use Fear on a good portion of units and the ones that can usually don't succumb to Fear often enough to matter. Between high Leadership and other rules, Fear is one of the most useless aspects of the game. Ten points for a Grav shot or single Meltagun shot from a combi-weapon is a better buy nine times out of ten. If you legitimately have nothing to do with that ten points then sure, why not, but it's likely the first thing I would cut when I need to make room for even a Melta bomb.
As for Deep Striking a unit full of them, there's a couple things that make it a poor use of points but the most basic stops the idea cold. A full unit is one model. Even if there were ten of them though, that's holding out hope for a single result on a D6. The unit won't live long enough for there to be a second attempt and they can't charge after Deep Strike. Hiding six in a bunch of acolytes is not a viable solution either. It's a cute gimmick when it happens and worthy of telling stories about, but not worth actually including in an army.