Reading the associated issue (
https://github.com/fish-shell/fish-shell/issues/510) about the lack of "set -e" was interesting as it highlighted how weird Bash, and shell scripting in general, is from a programming language perspective. Imagine programming in any other environment where every function you call could either succeed or fail catastrophically. There's some talk about adding exception handling to Fish, but maybe the sensible thing to do is to have a mode where Fish ensures that you've dealt with each possible error before moving on. Which is what you would do anyway if you were invoking external programs from a non-shell language (like Python's subprocess.check_call).
In any case the discussion in that issue made a convincing (to me) argument that if you're doing the sort of scripting for which "set -e" makes sense, which is most of it, you should be using Bash. That doesn't mean you need to use Bash interactively though, as others have pointed out.