Noticed this myself and was alarmed. If you have an existing bookmark, and you ‘edit’ it (either by clicking the Bookmark toolbar button, or pressing Ctrl+D) and then press Escape to dismiss the editing box – the bookmark will be deleted.
Expected behavior would be to just dismiss the box and leave the bookmark intact.
Did some searching and it turns out that this is not a Brave issue, it is an issue with Chromium upstream: https://bugs.chromium.org/p/chromium/issues/detail?id=1202408
But figured a warning here might help some Brave users prevent accidental data loss. Hopefully they fix it upstream soon.