I am not sure why this has not been mentioned before, but it has been happening to me for months now. Every time I get a notification request from a website, I press block. Then sometime later, I will get a notification from the website. When I go to settings > notifications, I see all the sites that I blocked have notifications enabled.
To test, go to the latest site that I had the issue with: https://gosun.co It will prompt you to display notifications. Press block and within 30 seconds they will send you a confirmation notification.
Brave 1.7.0 - Chromium 79.0.3945.116