I think at least the Ferrari 488 GTB that drove into the pond actually doesn't, it has an "electric parking brake" that you can activate somewhere on the dashboard next to the steering wheel, but not a normal handbrake. I can imagine not trusting this or forgetting where the button is if I were 2 seconds away from driving into a pond.

https://www.manualslib.com/manual/900232/Ferrari-458-Italia....

Parking brakes are really just intended to hold a car still when parked. They’re typically not very effective at stopping a moving car, nor designed to.

The emergency brake in a car has a small fraction of the braking force of the service (normal) brakes. The emergency/parking brake typically acts only on the rear brakes and often via a separate braking surface that is nowhere near as powerful as the rear service brakes, to say nothing of the all-wheel service brakes.