anon45921: The terms are used interchangeably in the automotive industry. An e-brake is a parking brake, and vice-versa, they perform both functions.
A parking brake does not "come on all at once" unless you cause it to.
For instance, if I actuate the ratcheting pedal on my parking brake only slightly, the shoes/pads (depending on setup) make only gentle contact. The vehicle would slow down very gradually. If I press the ratcheting pedal down harder, as far as it goes, the shoes/pads make contact much harder and the vehicle is brought to a stop more rapidly. This applies to all parking brakes/emergency brakes. They are not binary on/off switches, but you can make it *seem* that way if you nail the pedal hard and fast. That applies to your regular hydraulic brakes too.
bobolou: If you could drive like that without noticing, your e-brakes are fairly ineffective anyway. In which case, no, they likely would not cause significant wear.
Depending on the setup, they may even use completely independent friction material and thus cause no wear at all on the primary friction material. Either way, I'd say no real harm was done.
Dayna: It won't hurt anything, and it can even help. But to what degree it helps depends on the brake design.
In all cases, it helps keep the cable from seizing over many years due to lack of use. In some cases (rear drum setups) it can also help keep the rear brakes adjusted when the self-adjuster isn't doing its job 100 percent. But I wouldn't do it every single time. Just now and then is enough.