Until you drop a chain with clipless shoes with clipless shoes on, so you can't even shoe brake very well like BMX riders do. I had that happen with MTB shoes on, and I completely wore down one of the lugs. I've also accidentally unclipped, before I switched to running my Time ATAC cleats reversed which I think is an old messenger trick.
And that is why I only ride my NJS frame on country roads, not in the city anymore :)