It's explained better here, but the essence of it is that the Brave browser tracks every detail of the user's actions, down to what the mouse hovers over and such, natively, and stores the info locally. While Brave Inc doesn't technically collect this information, they still have access to it and will be leveraging it for sale to their nebulous "partners" now and in the future. I would not trust these people with any amount of Bitcoin, or provide such a centralized, desirable attack surface to would-be intruders on my machine. Don't believe me, give their FAQ a careful read. the fact they're marketing their product as private and secure is something that needs to be talked about, and people need to be informed about the privacy implications associated with the product.
ANONIZE algorithm: Separate your identity from the marketing information that is tracked.
https://basicattentiontoken.org/index/
https://brave.com/
trying to make a good balance between our privacy and marketing needs is hard and not easy to understand.