It is used to craft an Atomic Battery, a very useful item - so it is certainly worth going looking for Crashed Probes.
In real life, a Thermionic Battery is an electrical power source with extremely long life - 20 years or much longer. For its energy source it uses a radioactive compound (made in a laboratory or in a nuclear reactor) - the Radioisotope Core - which, over time, slowly decays, emitting radiation and heat. The radiation and heat is turned into electricity by the battery. The radioactive core is surrounded by lead or other radiation shielding materials so that it is not dangerous to people, so long as the battery is not cracked or broken.
These types of batteries are used where a long-lasting, reliable power source is needed in a remote location - for example some space probes and satellites have them, and also, back on Earth, some lighthouses and navigation buoys.