This is an annoying thing. Brave updated on Android, removing the language “forget me when I close this site." The privacy guides recommended tools page still has the old-school language and is out of date.
This post is partially a PSA in case anyone didn’t notice that. On top of that, it’s a PSA for everyone that had that setting enabled before because even if you had "forget me” enabled, auto shred sites on close is not enabled by default. So you may be picking up a lot more cookies than you think on mobile browsing until you go and update that setting again.
Hopefully the auto shred actually works on Android. It has not worked on iOS for me for the most part. (It appears it also doesn’t work properly on Android. Closing the PG forum and then coming back to it still has me signed in, until I manually click the shred button)