Our brains are 60% fat; including up to 20% is DHA in the cerebral cortex. DHA/EPA are very important to our brain health and eye health (retina is maybe 60% DHA). I am certain high dose EPA/DHA helped my toddler with language development after he regressed onto the Autism Spectrum Disorder at 18 months. No doubt in my mind. These are called Essential Fatty Acids for a reason. There are a few epidemiological studies showing the lowest rate of depression in the parts of the world with the highest fish consumption; and inversely the highest rates in the parts of the world with little fish consumption and high Omega 6 diets. Not proof, but certainly part of a compelling argument for eating clean fish.
I do think we need to be careful about our sourcing of fish oils, though. High quality oils and use them up quickly so they have less chance of becoming oxidized or rancid (which is why they add the Vitamin E). Better yet, eating a lot of wild caught salmon!