Because brand new components behave differently than ones that have been worn in, and using them in certain ways results in poor long-term performance.
Explaining the brakes is a bit easier here. For the sake of the explanation, I’m going to be talking about disk brakes, but the same argument applies to varying degrees to other types of friction brakes (as compared to things like eddy-current brakes).
A good brake rotor needs to be perfectly flat, or at least as close as possible to perfectly flat. Achieving that in manufacturing also, indirectly, results in the surface being extremely smooth on a brand-new rotor. Each time you brake though, the pads will wear away a bit at the rotor in the areas they contact it, and it will slowly become grooved in a way that matches up with the surface of the pads. This is generally a good thing, because it maximizes contact area between the pads and the rotor, which gives you better braking performance. Additionally, as the pads themselves wear, some of the lost material will embed itself in the rotor surface, which increases friction with the pads (and also fills in any pits on the surface of the rotor), and in turn also improves braking performance.
But for this to be beneficial, it needs to happen consistently all around the surface of the rotor. If it happens too much in one place, you end up with areas that are more worn away than others, and that in turn makes the brakes perform worse and increases wear on the pads. And in the worst case, you can end up with a lot of material from the pads all in one place with enough heat to ‘glaze’ the surface, resulting in a hard glass-like surface that gives absolutely horrendous braking performance.
A sudden hard stop puts a lot of wear in one place on the rotor, right where the pads happen to be when you stop (and a bit before that point as well), which in turn produces that undesirable uneven wear.
This effect overall tends to be more significant the smaller the overall contact area of the brake pads and brake rotors. The upshot of this is that it matters a lot on something like a bicycle with disk brakes, and is still pretty significant on scooters and motorcycles with disk brakes, but isn’t as much of an issue on cars or trucks (they usually use either drum brakes, which have a much higher contact area, or at least use much larger disk brakes). The effect is so significant on bicycles in fact that many performance conscious cyclists (myself included, which is why I know about all of this) will go out of their way to accelerate the break-in period for new brake pads or rotors by ‘bedding-in’ the brakes. You can theoretically do the same on other vehicles, but it’s not typical for most people to do so because the effect is usually not as pronounced as it is with most bicycles.
There are conceptually similar issues with many other components, though I’m definitely not qualified to explain those issues with something like an engine or a transmission.