Get over yourself Dean, I don't know who you insure yourself with or who told you that gem of information but you are incorrect, Brembo's never came as standard on the Mk4 Golf, the pipework was made to my spec by Goodridge and the brackets were machined by a friend. I never had an issue when my insurers were told this. Likewise my Mk3 Cortina, which I fitted a Small Block V8 into, virtually everything had to be modified or manufactured in order to make it fit, no issue getting insurance on that either. Believe it or not people do fit/make non OEM parts........
The only potential issue I can see with not running them is large quantities of cold water coming into contact with a hot disc which may cause warpage, if road debris was to get as far up as the back of the disc it would be the least of your worries and as for grit/salt it's a bit of metal rotating between two abrasive pads constantly........
Each to their own anyhow.