Why does HTML mailto link open Brave browser?

mailto: links open in the system's default Email Reader. You might have this configured as Brave.

On macOS you change the default Email Reader from Preferences inside the Apple Mail app. See https://support.apple.com/en-us/HT201607

In Chrome, there is also a setting to determine which website (e.g. Gmail) handles the protocol, I assume Brave works similarly: https://support.google.com/a/users/answer/9308783?hl=en