It's pretty simple to see that traditional braking triggers brake lights, while engine braking does not. Brake lights are there for safely, to prevent rear-ends. I'd be shocked if any driving education program encouraged engine braking.
On a slightly different note, if your rev-matching isn't smooth when you downshift to engine brake, you're just using your clutch to slow the car, which is a much more expensive part to replace than brake pads/rotors.
In most cases when it is appropriate to use engine braking the person behind you has to already start matching your speed. In situations where you have to brake suddenly and quickly brake lights can warn the other driver, but in most cases when you are downshifting to engine brake you are slowing down slowly enough that the person behind you can make proper adjustments simply based upon the fact that they are now getting closer to you. It's a human PID loop!
As for rev matching, yes, completely agreed, if you can't rev match your down shifts then engine braking is indeed going to use your clutch and that is more expensive to replace. However, if you are driving a stick shift car and you don't know how to properly rev-match on downshifts how will you easily get up the mountain where shifting from fifth to fourth to third is sometimes required simply to keep up with traffic properly? I can go from fifth at 3k to fourth at 5k without issues. Rev-matching in a stick shift is very important outside of the engine braking use case.
During my driving course they always told me to apply the brakes, if only very lightly, while downshifting. This way the brake lights are there to warn people behind you. I always do it (even on motorbikes with the rear brake). I thought it was pretty standard.
On a slightly different note, if your rev-matching isn't smooth when you downshift to engine brake, you're just using your clutch to slow the car, which is a much more expensive part to replace than brake pads/rotors.