From your comment it’s not clear under what circumstances this message occurred, or what platform you were on, but it seems to say that the system asked for permission to do something and you denied it permission to do so?
I hadn’t used Brave before but have installed it to see if this blocking occurred for me too.
Yes, it’s definitely the Brave shield causing this (and it probably will block all other DragonRuby based games too) - if you set it Shields down for this site it should work as expected.