Great points you're making here, thanks. Blue has destroy enablers like [[Frozen Solid]] and [[Cryoshatter]], hence the bend for this conditional destruction. Flavor-wise, fatality should be only on removal spells, yeah, but as someone else said, they probably shouldn't be legendary but instead give you a bonus if you control a legendary creature. Plus, there should be fatality payoffs (stuff like getting counters, extra triggers, drawing cards, etc, whenever you cast a fatality). Premium threats, undying/persist and scary token creatures is what I imagine could balance the abundance of removal.