Install uBlock Origin, open Settings > Filter lists, and enable EasyList Cookie in the Annoyances section. As I understand it this will do the same thing Brave does.

Just enable the Easylist Cookie List in Ubo, I guess. That's what Brave apparently uses. Surprised this 'news' made the start page.

It's not the capability, it's that the browser proactively asks the user if they want to subscribe to the cookie list. The list itself has been available in uBO and Brave Shields for a while.

ublock origin extension can be configured to do this. Go to settings -> filter lists, and under annoyances enable "fanboy's annoyance". Blocks most cookie/gdpr banners.