Brave is based on Chromium, so where Chrome goes, Brave is likely to follow.
Routers and VPNs are only able to filter URLs. They have no way of manipulating the browser session, which is the other half of uBlock’s functionality and why it will always be superior to PiHoles or ad-blocking DNS.
Google, for example, smuggles ads through their “good” domains on YouTube that deliver video content; at that point, it’s an endless game of whack-a-mole in the dark to have a list that filters the correct URL without obliterating the ability to watch videos.
URL filtering is better than nothing, but it’s not really a comparable solution.