You can't have fast action scenes without slow, wind-down scenes, because if everything is fast, how can you tell it's fast, when you have no slow scenes to compare them to? The same way you can't have light without the dark, good without evil. If everything is the same pace, the same rhythm, it's neither slow nor fast, it becomes the norm. It's monotonous and boring. It has no impact. I don't think you'll find many good stories of novelette length and greater that don't have rhythm to them. Short stories might be an exception, simply because some of them can be made of just one single scene.
It's not just with scenes, same sentence length is also monotonous, varying the sentence length and structure makes the writing more dynamic. I'm going to blatantly steal an example from standback'sstandback's answer to this questionthis question because I'm too lazy to find my own and his is perfect :)
I was as empty of life as a scarecrow's pockets. I went out to the kitchenette and drank two cups of black coffee. You can have a hangover from other things than alcohol. I had one from women. Women made me sick.
See how they go: medium, long, medium, short, short?
Now look at it written like this:
I was as empty of life as a scarecrow's pockets. I went out to the kitchenette. I drank two cups of black coffee. You can have a hangover from other things than alcohol. I had one from women, because women made me sick.
Much more monotonous, isn't it? This can be used on purpose when you want to show that monotony, for example if a character has a boring job or daily routine, but writing the whole piece like this would bore the reader to death. It's same with paragraph length, although it usually doesn't have as much impact as the sentence. In other words, you need rhythm in all aspects of writing.