When I click a particular URL, new tab of that URL automatically opens in new private windows of Brave. How can I stop this happens?

Description of the issue:
When I click a particular URL (Protonmail), new tab of that URL automatically opens in new private windows of Brave. How can I stop this happens?
Steps to Reproduce (add as many as necessary): 1. 2. 3.
Go to Protonmail login, and new tab opens in new private window. or
Got to add/switch account of Protonmail, then new tab opens in new private window.
Actual Result (gifs and screenshots are welcome!):


Expected result:
stop automatically opens new private window/tabs
Reproduces how often:
everytime when I click Protonmail login URL
Operating System and Brave Version(See the About Brave page in the main menu):
Windows 11, 64bit with AVG antivirus.
Brave version : [Version 1.36.111 Chromium: 99.0.4844.51 (Official Build) (64-bit)
]
Additional Information:
I made an inquiry to Protonmail, and it’s confirmed that it is down to the browser (Brave).

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