Shifting into 1st is usually unnecessary. You can do it but you might as well have stayed in 2nd. I wouldn't make a habit of shifting back to first except at a stop to get going again. You don't need to be shifting back to 1st for engine braking either.
You're getting a 250R too like I have and I'll tell you I never purposely shift down to first while still moving. By purposely, I mean sometimes I forget what gear I was in and kick it down to 1st thinking it was only 2nd. The other gears will generate enough engine braking for you. Even in 6th gear on this bike, the bike still has enough engine braking to hold speed or reduce it coming down an incline.
Even on a car, since you mentioned it, it's not neccesary. On your car, you will wear out the synchros alot quicker by shifting into first whille moving. I'm sure you've felt it takes alot more pressure to shift your car transmission into 1st while moving than any other gear by a decent amount. Eventually, the transmission is going to get weak and it's going to stop being able to engage low gears without grinding.