Interesting responses, this topic makes me twitch a little bit - here's why.
I do build them, but feel that I shouldn't. The perfectionist, min-maxing builder in me prevents me from locking tiles until they are "optimized," meaning there is nothing else I need to do to them to have them reach their maximum potential. This is a bit of a obsessive-compulsive trait in my approach to the game. This leads to a bit of an internal struggle for me. For example, if I have a grassland tea (which I'd prioritize improving as it either gives more amenities or offers another payday through trade) which yields (early) 2F/2G/1S, and another tile that is an unimproved plains/hill/rainforest tile (2F/2P), I'd prefer the rainforest to be worked and pray that the governor chooses it. Otherwise, I HAVE TO lock the tile and make a map pin reminding me that I need to chop/mine out of fear that I'll forget about it. And I hate having cities with several tiles that are being worked that aren't locked; it drives me to send builders there as I feel the city needs terrain improvement that I need to address.
Back to fisheries, when I play maps such as island plates with abundant resources (which is one of my favorites) and Auckland is in the game AND I have their suzerein AND they are in a position that I can defend/liberate them if needed, I try to work mostly coastal tiles and save the limited land tiles for districts/wonders. In this setting, if you are working coastal tiles then that city needs to prioritize a harbor; it's usually the first district. Having done so and making a lighthouse, the resource tiles yield "positive" growth (more than the two necessary to feed the citizen that works it), good production (since with this mapscript, I usually take GotS always) and lots of gold. Once all those tiles are worked (and food is already positive), continuing with coastal tiles is often one of the better options; 2F/2P/1G is one of the better tile yields early game and still not too shabby after the other improvements have had their bonuses added. BUT..... (back to the previous parapgraph), the OCD part of me won't let me lock the resource-less tile until it has a fishery, as it is not, in my mind, "optimized," it's yield can still be improved.
But that "improvement" is just food, and food is plentiful in this game (especially compared to civ5, to which I am far more experienced (150 deity wins vs. 20 deity wins) and it isn't NEEDED. Grass/mines are self-feeding (2food, which feeds the citizen needed to work it) plains/mines are only -1 food, and internal trade routes combined with many resource yields compensate for this.
So as I'm finishing a game on a map where Auckland comes into play (which, situationally, is really the most game-changing suzerein bonus) and look at all the fisheries I've built because of my OCD that weren't really needed but built to satisfy my compulsions. and then think about how many builder charges went into them and think of the impact that it could have had if I used those charges more effectively, I think that I could be playing better.
If they just had the farm's 1/2 housing bonus, it would so justify building them. But looking at the games that I used them, I'd undoubedtly be better off if I hadn't.
But that's just me and my crazy compulsions...