The rear brake is powerful enough not to need engine braking. Also the braking power is more easily controlled when the engine doesn't interfere, especially if it's nearly stalling.
I was told in riding school to pull the clutch but not shift down because it's better to focus only on the braking. I think that might be good advice for beginners, but never liked it for myself.
"Why not stay in disguise all the time? You know, look like everyone else."
"Because we shouldn't have to."