Hi, I have the same issue. When I close the 4th tab, the whole window closes (3 times in succession today). I had just closed about 4 other tabs, and was trying to close them all except the 2 that I needed.
I immediately tried to check for any updates, and I got a message at the bottom of the screen in Czech (or a language that looks similar which I do not read). I am connected in Hungary (different language area) but I can only manage messages in English anyway. So I am not sure what the message said, maybe about cookies?
I have seen now that I am running the most recent version of Brave.
No pinned or private tabs. When I opened some more tabs, I was then able to close them all OK, so the problem has resolved itself for me for now, but it is still a bug that seems to be present in the system.
Hope this info is useful.
PS: Thanks for a great browser - I try to use it most of the time.