Grey overlay on screen when pop-up/dialog

Some sites I opened on Brave had a grey transparant overlay and not responsive.
So I opened them on Chrome and it turn out that the sites had a grey overlay and a pop-up/dialog screen, asking to accept cookie setting for example,. Brave doesn’t show the pop-up/dialog, but does use the grey overlay and it’s not possible to get rid of it. I added screenshots to illustrate. Sites can’t be accessed further at that point. Any settings I can change to solve this?