No reason to.
E-brakes are designed for that purpose. All of the "put it in gear" mania online is passed down from gramps and was valid 50 years ago or with cheap cars. I've heard all of the debate and none of it is convincing, just paranoia.
There's also the potential damage to the trans and engine if you are bumped even slightly by another driver.
If your e-brake isn't holding, fix it. Don't put a band-aid on the issue.
It just isn't necessary, but if it helps you sleep...
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