I think the problem with that is that HE does extra damage vs armour, not hull. Missiles and fighters tend to have low armour, but higher hull. This is why fragmentation is better at point defence, once it gets through the armour, it eliminates the fighter / missile in a heartbeat. HE would simply strip the armour, then have difficulty actually killing the thing. However, I do admit that some of the heavier, shielded fighters are rather a bit too steadfast. Maybe a slow firing HE beam PD weapon, similar in action to a phase lance? Additionally, a knife-fight HE weapon would be rather risky - you wouldn't do much damage to shields with it, and when you do get through the shields you'd be vulnerable once the overload is finished. Although I imagine such a thing would be hilarious to muck around with...
One thing I'd like to see is a 'Chaser' missile: A high speed, long range, well guided fragmentation missile that disables engines on a hit with said engines, kind of like a salamander except faster and no 'circling' behaviour. During pursuits (especially with big ships I tend to favour) I feel like I'm missing a missile that fills the role of 'catching that friggin kite that keeps getting away from me' or 'finish off that low CR battlescarred ship that I only nearly destroyed in that last battle'. Outside of that situation the weapon would be useless beyond shooting targets of opportunity in combat, but I think a lot of people wouldn't mind having that attached so bigger battle ships can double as pursuits.
Another thing I wouldn't mind seeing is a fast missile that pops and releases long lasting, high EMP / low strength HE homing mines (like the flare launcher), as a phase ship suppressor. However, the missile only deploys the 'mines' when it's within the bounds of the ship, otherwise it's just a low strength HE missile. So if the missile hits an uncloaked ship, it's just a pathetically weak missile. If it passes over a cloaked ship, the 'mines' will follow it around and punish it's weapon systems if it uncloaks.