I think that applies to so-called tethered jailbreaks, doesn't it? And you have to tether the phone to reboot it or something like that. I don't use that method, so I wouldn't know.
Which jailbreak do you have? Do you know?
Anyway, I've never run my iphone or ipod touch all the way down to nothing, but I don't use the phone as a phone that much. Also, as long as you can get the phone into DFU mode, it's not bricked.
Again, iclarified.com is your friend for these types of questions.
-David