Pseudo legends are always good in the later gyms and elite four, but yeah, they’re a pain to evolve.
However, as someone who uses hydreigon in every play through I have it available, I’d say yes, most of the time, but it depends.
If you’re missing the types they have on your team already, and you like them, go for it. If you catch them late game, it isn’t the worst thing, because that also means they’ll be higher level when caught.
I’m not sure which games you play, but at least for sword and shield + scarlet and violet, you can catch one as soon as your level for Pokémon you can get is high enough.