Brave is open source. You can review and compile from source if you have privacy concerns.
To be completely fair, Mozilla is no angel. They installed extensions in people’s browsers without asking for permission, for example. No thanks.
Librewolf is my recommended go-to from a privacy perspective. And Brave is not horrible. If you look at Brave the company, they aren’t any worse than Mozilla the company.
And if you look at privacy features from a purely test driven point of view, Brave is better than Firefox, and Librewolf is better than both.