John...
Far and away, the most difficult thing to do in running a steam locomotive is to bring it down a steep grade with no cars attached. This puts the full braking heat onto the locomotive and tender brake shoes and wheels, and can lead to disaster if not done correctly.
Some compression braking can be done, by setting the Johnson bar in a reverse position, but this must be done with great caution. Overdone, the cylinders become overheated, and can be damaged.
The nice thing about having a train of cars attached is that the braking load is distributed over all the brake shoes and wheels. The engineer has much more braking power to work with.
In 1971, I rode 483 light from Cumbres to Chama, with Ben Greathouse (an old-time D&RGW engineer) running. It was awesome to see his skill in this. It was a work of art.
Anybody can run a locomotive uphill. Even I have done that, from Chama to Cumbres.
Bob