@walkingwanderer,
Thank you for reaching out to us.
For this particular issue, it should be made available in the browser update to version 1.26.x – I believe we have a minor release that was published today, so the next update after today’s should have the Clear data on exit option implemented.
You can track https://github.com/brave/brave-browser/milestone/199 for the most correct information. As of the moment, the release is planned for 22nd of June, but it’s not a date set in stone and is possible to undergo changes.