Earlier quoted context omitted.
Hadn’t thought about the native ad blocking feature^^ it is indeed a bit contradictory.
Brave browser does not block first-party ads by default so it should not be contradictory. If a user decides to enable aggressive mode of Shield then fist-party ads are blocked as well.
I hope it's not "block JS" because that would make the browser unusable.
I tried BSE with ad blocking on and had to scroll down past the ads to see the first result. Plus it's not possible tell for sure when ads begin and end.