They work a lot of the time and that's why people use them...it's simple really. Everyone is different and if the brush doesn't get a result (it doesn't always), you don't use it. Most producers will use a combination of brushes, fingers, sometimes other tools in clips. This is because the 'one size fits all approach' to tickling people definitely doesn't work and that includes 'wiggling your fingers' or whatever. Some people need light touches, some need hard tickles, sometimes it is deep muscle tickling (i.e squeezing the thighs) that really works and sometimes a soft skin tickle..sometimes it is all of these things. Generally, moving around, tickling people in different areas and with different methods is the best way to get a ticklish reaction rather than just doing the same things on and on. Very often, the brush can drive someone insane after they have been tickled with fingers, especially when lotion is added
(and some people love to see that too!)
I fully get that some people don't like the look of brushes and I respect that, but the idea that they must hurt rather than tickle seems an odd one since no one would use them if they did. I've been making videos for a fairly long time now and have had only a few occasions where the brush was painful rather than ticklish - even then, it's often been where the model had been tickled for a long time and was getting sore. I have also had occasions where a model was hurt by another girl's nails being too sharp, leaving scratches and even causing a rash over the body. I've also had models with sore (and bleeding!) armpits from fingernails.