Looks like they changed a default setting that prevents you from creating a progressive web app (PWA) shortcut in the Brave Browser.  You'll find that you can still create a shortcut but not as an app and the "Open as window" option is missing. 

To restore the capability by toggling a hidden config setting:  

• Open brave://flags/ and search for "Shortcuts not Apps".

• Set this to "Disabled" and click the button to re-launch. 

The “Open as Window” checkbox will now be available again. 

(source: https://community.brave.com/t/open-as-window-option-gone-aug-26th-2024/565232/14)

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How do I use Progressive Web Apps?

There are circumstances where I want to do work in a web application but I don't want to deal with the imprecision of switching between tabs.  PWAs give me the means to treat some websites as desktop applications.  

Here are examples of sites that I install as PWAs:

• GMail

• Google Meet

• Google Calendar

• Google Docs

• Plex

The advantages are:

• You get a desktop icon you can click... for Mac it get's it's on placement on the launch bar.

• You can use alt-tab or cmd-tab to switch between a PWA and a browser window.

• You can use your Desktop OS Search (e.g. cmd-space) to launch a PWA