As long as you have a trailer leaving it on all the time is fine. Without a trailer it would probably be OK but you might get some light skidding with no load. It is also a good idea to turn it off in conditions such as wet or snow covered roads unless you really fell you need it.
I truck does not have an exhaust brake. My experience with exhaust brake use come from driving tractor trailers, so your milliage may vary.
Re'