You’d have to check your settings. For example, if you go to brave://settings/clearBrowserData and then look at the On Exit tab, do you have anything selected? If it has Browsing History then it will delete your History every time you close Brave.
Other thing, are you saying History for the same device or your synced history?
Lastly, you don’t have running in Private Window or anything, right? If so, then Private always erases your browsing history from the session each time.