lol I think crypto-related projects are evolving backward. Even google-chrome doesn't require you to do any KYC or that sort of thing to use the browser.
Why would they? What KYC has to do with using a browser? The only reason Brave is asking for KYC is because they deal with money and cryptocurrencies, and that's required just like any other exchange. Also, this comparison doesn't many any sense. Brave doesn't require KYC to use the browser, only to do some stuff with their BAT token.
You can always configure your cookie settings and make sure your data is protected. Good times with brave. Had to uninstall it after the update.
You clearly didn't do your research to see what is this about.