Downloading-in-Progress conflict with last Tab close

In System Settings, when the Close window when closing last tab is disabled, it shouldn’t conflict with the ongoing downloading by showing the Downloading in progress, Exit Brave anyway popup.

As closing the last tab will reflect to the brave://newtab, which makes the Downloading in progress, Exit Brave anyway popup absolute in anyway.

Please look into this issue and hopefully looking forward to see this fixed.

Could you try disabling and reenabling it ?
Also, could you try in a new profile ?
create one by clicking on the hamburger menu ( three horizontal ) near the search bar → Create a new profile.

I am suggesting this because the download continues in my case without any issues.