Fat is used by humans in our diet because many vitamins are fat soluble (i.e, require fat in the digestive tract so that the vitamins can be absorbed.) Mammals also have mechanisms to store fat as a high calorie source for hibernation, and so forth.
It may not work that way for fish, but many fish species do from time to time consume some fat (in prey animals, nuts, algae, etc.)
I think large amounts of fat would be a no-no for most fish other than those that thrive on mammals (e.g., sharks or orcas), or those that naturally create large body stores (like salmon) so they can handle long periods of fasting, but that is atypical. Iirc, excess fat in fish negatively disrupts body organ functions.