Should Features modules be unit tested? When you write a module, you write unit tests (or you should - I don't because I am a bad person, but I want to change - honest).

Should modules generated with Features be unit tested where applicable/possible, or is a suite of Selenium tests enough?  

For example, say I have a Feature that has a node type and a couple of user roles and/or permissions for said content type.  Is it good practice (or even necessary) for SimpleTests to be written to test creation of my content type?

For clarity, I am aware of Unit test for custom content type, but I am after an answer regarding all unit testable functionality, not just content types.
The Features module has its own tests that verify that the operations done on a feature (e.g. adding or reverting it) as successful. Drupal already has tests to verify that for example, users with the right permission can read/write/update a node, or that a Drupal variable is effectively saved. The Views module should have its own tests to verify that exporting/importing a views is done correctly.

Apart from those tests, you should not have any reason to write tests for the Feature module, as the existing tests should already covers any possibility. The only case I would write a test for a feature is when the feature is using custom code you wrote.