Slight clarification: The locomotive and tender brakes set with either the automatic brake or the independent brake. In normal excepted practice, when an automatic brake application is made, the engineer releases the automatic air brake application on the locomotive by "bailing off" the independent brake. This releases the locomotive and tender brakes. This keeps the slack stretched out and keeps from heating the driver tires. However with the steep grades the D&RGW encountered, they moved the driver brake cutout cock from under the cab next to the distributing valve to a handy place in the cab against the wall ahead of the engineer. When decending grades, the driver brake cut out (aka "Mountain Cock") is opened, and the automatic brakes can be cycled without having to "bail off" the engine and tender brakes. This valve allows you to make use of the tender brakes while leaving the engine brakes released. The tender is by far the heaviest car on the train, and in descending a steep grade it is real nice to have its brake available for you use.
Most of the time, the engine brakes won't set on an automatic brake application unless you make at least a 7lb set. That was WABCO's spec. So in Carlos is coming off the hill with 5 lb sets, the tender probably would set up very much -if at all - anyway.
It was always the practice when I was there to run downhill with the mountain cock opened. Some guys ran uphill with it opened too, but I frowned on that. My thought was you can remember the bail the independent when making the few automatic air sets needed when going up hill. If I had to stop in a hurry on the hill, I didn't want to have to remember to cut the drivers in.