If the skewer is loose or there is no "lawyer lip", I could imagine that the force of braking could tend to push a wheel out of the dropouts. (and have read a webpage somewhere about exactly that problem happening, where they suggested that calipers should be on the FRONT of the fork leg specifically to prevent this, as the rotational forces would push the wheel *into* the dropouts instead)
But if they're tight enough, it shouldn't happen.
But if they're tight enough, it shouldn't happen.