Some of you may want to have a quick look at this simple link
GMC Sierra HD Exhaust Brake Video | GM Authority
I read someone mentioned you should use it from time to time so it doesn't freeze up. Nothing is going to freeze up. Its the turbo vanes, they are in constant motion, opening and closing. Variable geometry or variable vane turbos allow the vanes to open and close. When the "Exhaust Brake" is active the vanes close and create what I will call "compression braking" essentially using additional back pressure to slow the motor rpm down.
You can leave the exhaust brake on all the time if you wish. I have not encountered any data that would suggest it is harmful in any way to do such. One thing to keep in mind is during slippery conditions the exhaust brake can cause the truck to break lose and slide. I leave mine engaged a lot even when driving around down. It helps keep the motor loaded when not towing, generates a little extra heat, but again, not harmful. In winter this is nice on the Cummins.
The newer Rams also have an "auto" mode which I am not sure is the same as the GM's, but it will only activate when the brake pedal is pressed vs any time the accelerator is released.
When towing moderate to heavy loads your tow/haul helps the transmission by holding shift points longer to also reduce gear hunting.
My Ram when hauling in the rocky mountains, exhaust brake "on" with tow/haul and cruise will maintain my set speed up and down mountain passes without touching the brakes. Heavier loads will require some braking pressure and assistance from the TT.