They do. But if you brake too agressively, they switch to friction brakes. It pays off to avoid this: more mileage, marginally lower charging expense, lower cost on brake maintenance and fewer complaints from passengers.
I think it's fine, in an EV just give your physical brakes a good test/try out when starting a journey in the car, especially if it has been sat for a while.
Regen braking wears the hell out of your battery. That few hundred you saved on brake changes just cost you a tens of thousands of dollars on a premature battery replacement.
And this exact same thing coincides DIRECTLY with my lithium-powered portable lighting, so I'm pretty up-to-date on very top-level research, because I hire this same person.
His name is Luke. You'll see him all over the globe doing lithium EV research and testing.