From a completely different angle - and regarding the fish part, particularly fish oils - I took fish oils during pg with my DD (Mega EPA & suitable for pg), as both my DH and I have allergies and asthma. I was hoping to try to stop DD from developing them, as I had read that there is research to suggest that this is the case.
I have an obscenely healthy 5 year old, who has not shown any evidence of allergies or asthma to date.
Personally, I think the benefits of fish oils are excellent - they help me to control my psoriasis, and help with PMT too. I can see why they put them in.
I've tried to discredit myself by reading Ben Goldacres "Bad Science" - but they seem to really help me, and I have only seen the benefit of them. Obviously, I am not a scientist, but I'm happy with the results.
As for formula, I do think that you should be able to get ones that don't have it in though, as for veggies, you have the right to make that choice.