Quite simply after a RTO the brakes will be very hot.
So leaving the brakes released aids airflow and cooling and reduces the risk of the fusable plugs blowing and of the brakes ceasing on and allows the aircraft to be moved, which is less important.
Putting the parking brake on reduces risks of the aircraft moving and injury during evacuation, rescue crews etc, and makes it easier and safer for the rescue crew to enter. It closes the drill neatly so the pilots can vacate the a/c and close the actions list in other circumstances.
Back in the day it was the advice of some OEMs to continue taxying after a RTO to aid wheel cooling and prevent the brakes fusing.