To be fair, you can also disable Microsoft's built-in VPN. The problem is trusting people who don't have your best interests at heart, and using Brave products just kicks that can further down the road.
Normally this might just be a platitude of the sort, "Go check it for yourself." But in this case that's not what I'm saying. Brave is going to be used by large numbers of tech focused users with a privacy/security bent. And they are also competing against Google who will make sure even the slightest slip by Brave is promoted across the entirety of the web.
That code is scrutinized heavily. That the worst you can find about Brave is people making false statements about crypto stuff (it is entirely optional and opt-in with 0 coercion or dark patterns to push you there) speaks incredibly highly as to the current state of the Browser. Might that change in the future, as you seem to be suggesting? Yip! And when it does there will be a new Brave. But for now they continue to stay on an excellent path forward.