I just discovered this fairly new feature " Always clear cookies when windows are closed" and it doesn’t work. I guess this feature is supposed to be CookieAutodelete “Lite” or something along those lines.
Added websites and cookies still there when windows are closed. I tried it with no success with and without “Clear cookies and site data when you quit Brave” enabled . Still no cookies cleared upon window close.
Brave Version 1.26.74 Chromium: 91.0.4472.124 (Official Build) (64-bit) https://brave.com/latest/)
Windows 10 21H1 latest build