From Brave's announcement post:

Today, we launched the Brave Wallet, a crypto wallet built into the Brave desktop browser, enabling Brave users to store, manage, grow, and swap their crypto portfolio from a single wallet. Unlike most crypto wallets, the Brave Wallet does not require extensions; it’s browser-native, reducing security risks and reliance on extra CPU and memory. Users can transact with almost any crypto asset with superior safety and performance, as well as connect with other wallets and Web3 DApps. The Brave Wallet will soon be available on our mobile apps as well.

I'm very much an amateur when it comes to crypto, but I actually much prefer using a browser extension than having something built into the browser. Unless Brave makes extensions for Chrome, Firefox, and Safari, I'm not sure why I'd choose them over something that lets me change browsers whenever I want.

Maybe someone who's deeper in this world can tell me why this isn't a real concern, because Brave's post didn't convince me.