And this was on the first Win10 I found: 1909 Version 10.0.18363.1198
with Edge: 86.0.622.69 (Official build) (64-bit)
"BraveBrowserSetup.exe was blocked because this type of file can harm your device."That's an expected, standard warning on executable files (type .EXE). Downloading executables from the Internet should get flagged as potentially dangerous. I don't think they're picking on Brave itself; I would expect this warning for any .EXE file.
Whether the warning can be defeated with a setting.... maybe. I'd personally consider that more unsafe.
used to never be on all executables unless edge upped their code. used to only flag “hacker tools” that were executables.