Is there an aesthetic to the written word?

Bonnie Trenga, guest-writing for the Grammar Girl podcast, recently asserted that the standalone use of a which clause is acceptable when the author is attempting to slow things down and create emphasis. The example she provides is this:

I stepped onto the train. Which had finally arrived.

While I'm not about imply that this is wrong (as a novelist, I use sentence fragments all the time for a variety of reasons), I must say that I find this particular use of a sentence fragment to be ugly and