Brave keeps asking me to open external apps

Usually, when I play Roblox it will open automatically when I press play. But when I cleared all my cookies and history it always asks me to open the game and it is no always open checkbox
Can you please make like one or something or how I can get it to always open because its irritating to always needing to press twice to enter a game.
It may not take to much longer to do it but it still just not to fun pressing play and then to accept to open the game.
The picture is on Swedish cus I have it like so but hopefully, you understand.
Is there a way to fix it or like get a button to be able to have that saved so it opens only when I press play.

Thanks for reaching out.
We have an open issue for this on our Github:

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