Brave and firefox clearly differ on which features to add natively and which to allow extensions to fill in, but saying this makes firefox late to the party is just silly. You might as well point out that firefox has no ad blocking, even though uBlock origin recommends using firefox at this point.
Plenty of ordinary users don't mind ads. They'd be frustrated to be told there's now a "don't break the website" switch.
Adblocking requires very frequent updates. It's a cat-and-mouse game. Even if Firefox just installed UBO by default plenty of users would now start filing bugs on Firefox's tracker.
Part of the difference is that every browser blocks popups, so sites are incentiviced to fix the resulting breakage. But on sites run by people who don't care about usability (like some governments and banks) you'll still see messages informing you to allow popups.