It's not that web sites are inherently bad; it's that the browser is able to protect the user in ways websites cannot. Brave has local access to information about you; websites do not. Even if you were to give over all of your data to a website (why would you?), you now have to worry about that site sharing it, losing it, selling it, etc. With Brave, the data is on your device; cursory network scans confirm that it doesn't flow outward either (see https://www.zdnet.com/article/brave-deemed-most-private-brow...). It's much better to do this as a feature locally than as a third-party service remotely.