Probably, but I don't see any reason to use it. The screws that they send hold it together perfectly well. It's not like the rack is going to be taking a lot of abuse like furniture does (taking on the weight of a person regularly).
Also, what happens if your heat tape malfunctions for some reason? I would think gluing it together would make it much more difficult to remove the heat tape and install new.
If you do decide to glue it, make 100% sure that all of the pieces align properly before you do. I've had to back screws out before to ensure a tight fit and I'd hate to think what would have happened if I had them glued together.