Three things.
1) To keep things like laces and trouser cuffs away from the gap at the edge of the moving steps where they might get trapped and pulled in.
2) To reduce the amount of dust and debris that makes its way into the mechanism. Some still gets through, though.
2) To help ground static charges that build up in the escalator during operation.
They are there to alert you through friction against your pants or legs that you are close to the edge. That way you can avoid getting pieces of clothing stuck in the crack between the side and the moving part.
They also keep the shoe laces away from this crack.
They most certainly are NOT to clean your shoes. In fact it is a terrible idea to try to clean shoes with it, because you need to take your shoes, laces and pants close to the edge and that defeats the whole purpose of those brushes.
EDIT: Howly caw! I am floored with all the positivity this comment has received. Thanks everyone. I am amused that of all the thoughtful comments I write on reddit, this one received so much traction. I am glad that all those who were using the brushes to clean their shoes now can do so with the knowledge of the risks. I am humbled by the response of those who have survived horrible experiences of limb and paraphernalia stuck on the escalator and lived to tell the tale. And I am thankful to the true heroes of humanity, our engineers and technicians who continuously work to save us from our own shortcomings.
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