On a more serious note, brain wallets enable a scammer to create a financial crime and plausibly deny still having the stolen bitcoins.  Even if they are sent to jail for 10 years, they just have to remember the brain wallet to come out a millionaire.  As an added bonus, the coins probably appreciated in value over the time span.

I could see brain wallets enabling victims too.  Say you are in a concentration camp but you remember your brain wallet.  You could buy your escape by paying off a guard, who could let you slip by.