I have downloads bar hidden, so I have to open Downloads every single time.
I have never seen all downloads being blocked, usually only malicious files are.
It would be nice to be able to disable it, unless it can not be, because of google?
I agree, this notice is too “aggressive”. I often download small simple text-only files and it says they may harm my computer 
Ok, I gave up on Brave, I am not wasting hours needlessly clicking 6 times on every single download. 6 times, because of another silly feature (downloads bar), I had to use AutoHideDownloadsBar extension, thus I had to open Download tab after downloading files.
Not to mention, there are other annoyances. Brave Shield can be disabled (–disable-brave-extension) making Brave to run lighting fast compared to the default config and thus solving problems with many broken webpages, but I sure could use a parameter like that for Brave Rewards, because even when it is not enabled, it get triggered on every webpage and it is just bothersome. Inability to customize start tab is just a cherry on top. Do not get me wrong, Brave is a great privacy focused on (FLOC, CNAME, etc), but it is just not for me. 