What @SQUEEKY2 said exactly.
What is a Jake brake? A Jake brake is an addition to a Diesel engine that turns the engine from a energy producing plant into an energy absorbing plant. It does it by turning the fuel injectors off during engine retarding, and releasing the compression when the piston reaches TDC on the compression stroke.
They keep the engine temperature up because, without a Jake brake, on deceleration, no fuel is injected and the engine cools down, which is not good for the engine. A glaze builds up in the cylinder of a cool engine, sticking the piston rings in their grooves resulting in a shorter engine life between overhauls. When the air is compressed it gets hot keeping the engine hot. If the compression brake did not release the compressed air, the compressed air would force the piston back down with little braking effect. If fact, an engine equipped with a Jacobs engine brake will absorb the same amount of power that it produces under normal running conditions.
Want to make your Diesel engine last longer? DON’T LET IT IDLE AT LESS THAN 1000 RPM!