This is one of the major reasons of brake rotor de-shaping and causing vibrations during breaking. The second reason is to go for service right after a long drive. Again, water on heated brakes. Same reason. And surprisingly, many people do it, especially when they return from a visit to their native villages.
The third reason effects rear brake drums only. If you come downhill, lets say from Murree, all 04 brakes are hot. But when you park your car midway for lets say a cup of tea or to enjoy the view, with tightly pulled hand brake, your rear (now heated) brake shoes press tightly against the drum and cause it to de-shape very slightly. This wont cause steering shake during braking but will cause Pulsating brake feel even at low speeds.