Is it worth it to reverse the wrap direction of handlebar tape at the brake levers?
Yes, it is worth it, because it adds to the longevity of the useful period of utility for your tape, and is more likely to be comfortable and stable in the bargain.

Ideally, you wrap to the outside of the drops, figure 8 around the hoods, which will leave you wrapping from back to front on the tops. 

In other words, starting your wrap from the bar end at the bottom of the drop, you wrap the tape so that it crosses from the frame side to the outside of the bar. This direction will necessarily be opposite on the other side of the bar. 

So counter-clockwise from the rear of the drop on the non drive side of the bike, and clockwise on the drive side. On the tops of the bars, the tape should pass under the bar toward the bike, and over the bar away from the bike.

That fits the rotation direction of your grip, and will hold the tape in place, rather than forcing it looser (or off).