I think adding magnets to a spin-on won't hurt but I've also never seen any unbiased evidence that they pick up stuff that wouldn't have been caught by the filter anyway. You'd need a whole bunch of people with filters with and without magnets submitting ATF samples and then you'd have to correct for different transmissions and driving styles and see if it helped. At the very lest, you'd have to do the equivalent of the filter study with the talc power and use tiny metal shavings instead of talc. That would be easier and interesting. Unfortunately, nobody's done this, including the magnet makers. The websites of the magnet makers state their clams with nice graphics etc but they're biased. So, anyway, it's not going to hurt but I've just used free broken hard drive magnets instead. There's always the magnet(s) in the pan too. But like you said, transmissions are expensive and even the most expensive magnets out there are cheap by comparison.
As an aside, I also wonder how effective the magnets are as fluid is rushing past. I bet both the filter magnets and pan magnets do most of their work when the car is sitting and the fluid is still not when it's running and the fluid is moving. Though I'm really just guessing here.