Brave have been caught with their fingers in the cookie jar multiple times. I don't know if it's more secure than Firefox but it's definitely less private.
It's no secret that Brave started injecting affiliate id's on some links some time back. These affiliate programs (Binance, Coinbase, Ledger, Trezor) allow Brave to view a detailed overview of purchases made by everyone who signed up to these services using Brave.
If privacy above all is your goal, then Firefox is your best bet.