I think it is simply designed that way.

In my experience sparks are generally generated when quite small metal surfaces get in contact at high speeds, meaning they can generate a lot of friction in a very small point, and thus not have enough braking effect despite the local friction in one small point (think rail wheels squeeking in curves).

Brakes OTOH are designed to spread out the friction on a somewhat larger area, which allows more material to take up the friction and the heat, and spread it around.

I know brakes can get extremely hot too though, and after a really hard braking you might have to worry about deformed brakes sometimes.

Race cars tend to have really large breaks (and brake pads) for this reason.