Shut-down systems are comforting to have, but their use is an admission of defeat, because a shut down windmill is a missed opportunity. It is bad enough that windmills will not work in calm weather; they ought to work full time in windy weather!
Good governing systems should cope automatically with any wind speed. but if there is a serious loss of balance in the rotor, or an electrical failure, then an emergency stop can be useful. Also, when raising and lowering a windmill on its tower in a breeze, the rotor must be stopped.
Mechanical brakes are rare in small windmills. A brake which is large enough to stop the mill in a good breeze needs to be well built. Half measures are not of much use. A good brake:
is expensive;takes up space in the ‘nacelle’ or clutters the shape of the windmill;requires maintenance and testing if it is to be relied upon, and so it is generally best avoided.