As of right now, finding dead ghosts gives you an achievement and A TON of crazy and awesome lore, but no reward other than that. The Fragments however are part of the Touch of Malice quest, you need a certain number and the quest (has a bunch if steps) and then you get that exotic weapon. Getting all 50 gives you the shader Beltane. It's.... not bad

You miss out on story but thats only if you go read your grimoire cards.. I suggest atleast reading the calcified fragments they are incredibly interesting. Message me if you need help with fragment/ghost locations.