Do I have to pay Deflect costs for a targeted ability and not a spell?

Yes, you must pay the Deflect cost for targeted abilities just as you would for a spell.

According to Rule 735.1.c, the Deflect keyword applies to both spells and abilities:

"It is functionally short for 'Spells and abilities an opponent controls that choose me cost an amount of Power equal to [Deflect Value] more to play as an additional cost for each time they choose me.'"

This means that any time an opponent's ability (activated or triggered) targets a unit with Deflect, the Deflect cost is a mandatory additional cost that must be paid to place that ability on the chain.