Wife's 1997 Jetta did the same thing. It's because some moisture built up in the lines and froze. Easily fixed with a brakeline replacement on the cheap by the mechanic.

Here's my only reason to do it:

It's a safety feature.

I believe that you cannot run any trails at the Zu Zoo without a functioning e-brake, nor should you try. I've also had the dubious honor of trying to stop two vehicles using nothing but the e-brake and a liberal shortening of the life of the clutch on that vehicle. In one of those cases, I would have seriously screwed up mine and several other people's days had I not been able to safely stop my car.

If for any other reason, do it for safety's sake. It may drag, it may freeze, but at least make sure it works well...