Thermal shock is not the best for the tip. But you should also consider the following. People were using wet sponges on plated tips for something like maybe 50 years or so. There was no mass exodus of tips over time. In fact, tips are build to withstand this, it is part of their normal operation.
Quite true, and certainly worked very well for the lead based alloys in use all of those years. Combine this with the fact it was (and still is) inexpensive, there really wasn't any need to change things.
Then, a few (four?) years ago the brass stuff appears. And suddenly everyone is running around like headless chickens and warns about thermals shocks killing tips. Within moments of the brass wool stuff appearing we are suddenly all doomed for using a wet sponge.
IIRC, the brass wool products were the answer to issues that were seen when using damp sponges with the newer lead free solder alloys (different behavior vs. lead based alloys, as well as higher operating temperatures and different flux formulations used with it).
FWIW, I've not seen the brass wool wearing out tips (brass being softer than the iron plating). The stainless steel variant (Weller sells it) would concern me with premature wear of the tip's plating.
since we're on the subject, what is the purpose of the holes in the sponge? the large center hole that you often see on hakko (example) sponges. is it meant so that when you clean the tip, the fly-off stays 'inside' and does not go elsewhere? I'm assuming so.
I've seen sponges with lines cut in and also with holes. all the same idea, then?
Was taught it does a bit better job during cleaning, and keeps solder bits from flinging off like it can on just the surface.
They make products for wiping/tapping tips that are holding parts or excess solder (usually some sort of silicone rubber lip that surrounds a box of some sort). Seen them from both Weller (
here) and JBC (part of their recent stands).
lately, I'm using the brass wool stuff. the sponges don't last long and I don't like the cooling effect of water on the tip.
After trying out the brass wool, it made me a convert if you will when using lead based alloys, though a damp sponge still works very well for this. So users' have a choice now.
Don't really recall ever encountering sponges wearing out all that fast, but I don't solder daily.
FWIW, the brass wool I'm using came as part of a Weller stand I purchased (all the others I've owned/do own came with sponges), and it seems it's coated with a dry flux compound of some sort that may not exist on some of the inexpensive equivalents found on eBay and similar sites.