Yes we feel fear for a reason, but it’s not like he was trying to get rid of his fear entirely, he was just trying to improve his response to it, his poor fear response control led to him almost dying, so it’s clear he needs to be better at it. It’s like saying “we feel anger for a reason” to someone working on anger management issues
Because its a stupid idea.
Rudy is still geting used to acting like a human because throughout his entire life he could only perform based on logical responses.
Monster Girl probably knows that trying to shut off emotion leads to nothing good for someone attempting to discover personhood.