In the Notes section of chapter 2 of Diestel and Uhl's Vector Measures they make the comment:
"Presently the Pettis integral has very few applications. But our prediction is that when (and if) the general Pettis integral is understood it will pay off in deep applications." ( Google books link )
That was back in $1977$ and when I did a little searching to find out how well that prediction had fared I found little: wikipedia provides a cursory description and Encyclopedia of Mathematics is arguably better but terser. This question asks why (Dunford-)Pettis integrals are useful, but I would not say it covers deep applications per se.
So: are there deep applications to the Pettis integral, and if so, what are they?