Rcprince is absolutely right on his post above. Also, if you don't have inserts and your screws are just going straight into MDF or Plywood, you run the danger of stripping the threading in the cabinet. Be careful.
One other issue I've read about concerning tightening the screws is that it can be possible to tighten them too much to the point where the frame/basket gets out of true. In those instances, the driver and surround are not operating in a true single plan and the pistonic motion of the driver can be affected.
Not sure if this is true or not, but if you think about it, it certainly seems entirely feasible.
Back to brass screws. I have no idea if it makes a difference or not, but years ago, it was suggested as a tweak to the owner of Omega speakers. Louis (The owner) liked it so much that he now uses brass screws on all his models.