One lister noted that he never uses the parking brake. By just letting the transmission "hold" the car, strain can be placed on the pin in the tranny that does the "holding", especially if it is on a hill. These can break and when the car is taken our of park, you can feel/hear the car "clunk" out of park.
Finally, if some one should bump your car hard enough while it is parked, the pin can break. A piece of metal floating around the tranny could cause probelms. Now you are looking at tranny problems as well as car damage from the idiot who hit you and did not leave his name or phone number.
It is just a little bit of insurance to use the parking brake. If the tranny was sufficient to hold, why would there be a parking brake? Manufacturers are always looking to cut costs and leaving off the parking brake would be a good way, especially one like the MB with separate drum and shoes.