Brave does have this feature. Although I’m not clear as to why the restore tabs prompt isn’t working (we’ll get to that in a moment), they also show up in History in the main menu and will display there whether the browser crashed or if you simply closed (via red x button) a window with open tabs in it.
For example, here I have three tabs open:
If I click the red x to close the window, then re-open the browser and view History in the main menu, I see an entry for three tabs listed:
Hovering on that entry, I see the option to restore that window and it’s related tabs:
Do you not see these entries listed here? Can you test this by opening some tabs, clicking the x (notably not “quitting” the application process), then reopening the browser and checking History in the main menu?