If you know what you are doing, brain wallets are very safe. However, if you don't, you might easily make a disastrous mistake. The casual user should not store coins in a brainwallet, but they can be quite useful.
If you know what you are doing you can get enough entropy that is true but there is still a lot of things that can happy in your life that will affect your memory but not be life ending. In those cases without a backup you'll lose your coins.
