Sounds like a job for the Mythbusters: Can magnets affect flashlights or batteries?
They already busted the myth about magnets destroying credit cards. (Basically they found that a high powered electro magnet could mess up a card, but not any of the magnets available to mere mortals outside a lab and in everyday use.) What a great show.
Nope, a magnet shouldn't bother a Fenix at all, nor most any other light for that matter.
Just be sure not to put the light with magnet into your pocket next to the credit cards.