When it's hot during the day and cold at night, I sometimes find myself under-dressed for late evening riding. I can pedal harder to generate body heat, but on flat ground that creates wind chill & doesn't help. Pedaling hard while lightly holding the brakes works really well to warm up!
But the downhill-biking folks warn about the hazards of overheating brakes (mostly disc brakes but also rim brakes / V-brakes). I have V-brakes.
I imagine just pedaling into brakes transfers heat into them much slowly than controlling downhill descents, since I can go down hills much faster than I can go up hills (it takes much longer to transfer one hill's worth of energy from my muscles into having climbed the hill than to transfer the same one hill's worth of energy into the brakes/rims while descending it).
Do I need to worry about this at all?
You will probably be fine. And simple v brakes are not that expensive to replace.
You could also add a dynamo based headlight. That will turn the extra resistance into a light that you cannot forget to put new batteries in.