The only reason to use a brake is to hold the position when the motor is De-powered. ie: Z axis. Other than that there is no value in using one on the other axis IMO because unless you are using an absolute servo system which knows the servo's location after de-powering or hitting E-stop or faults you will alway need to reference the axis to Zero (home)

The Mechanical brakes fitted to motors are not designed to brake the motor from speed and only used to hold the motor when at stand still, most servo's won't allow you to apply the brake if the rotor is still turning.