How to make sure that the brake cable anchor bolt properly holds the cable?
To check the holding ability of the screw, while stationary, squeeze the lever as hard as you can and see if the cable anchor retains the cable. There should not be enough slack to allow the brake lever to contact the handgrip. The reason for not wrapping the cable around the screw is the cable strands are more likely to break from the tight bending. It also would make it difficult to reposition the cable to adjust for wear or pad replacement.