I mean there wasn't really much need for it when the functionality has been available for ages in various extensions. Not least of which uBlock origin, which may as well be considered a must have for now.
Brave and firefox clearly differ on which features to add natively and which to allow extensions to fill in, but saying this makes firefox late to the party is just silly. You might as well point out that firefox has no ad blocking, even though uBlock origin recommends using firefox at this point.
It doesn't need to. It's only chromium that risks limiting extendability so much that ad blocking becomes impossible without changing core functionality of the browser.
Why does it not need to? It does block pop-ups after all, which came as a response to pop-up spam in the early days of the internet, and as a user-agent, browsers correctly decided to block this behavior for the benefit of their users.
Adblocking isn't a solved problem. Current state of the art borks a minority of websites. The user must diagnose that the problem is caused by adblock and either abandon their intended browsing or manually disable adblock.
Plenty of ordinary users don't mind ads. They'd be frustrated to be told there's now a "don't break the website" switch.
Adblocking requires very frequent updates. It's a cat-and-mouse game. Even if Firefox just installed UBO by default plenty of users would now start filing bugs on Firefox's tracker.
Part of the difference is that every browser blocks popups, so sites are incentiviced to fix the resulting breakage. But on sites run by people who don't care about usability (like some governments and banks) you'll still see messages informing you to allow popups.
A user-agent should give users agency, it doesn't have to make all decisions for them. It wouldn't necessarily be bad of firefox to block more ads, but I'm perfectly happy with it blocking only the clearly malicious content like pop-ups, trackers, fingerprinters, crypto-miners and leaving the rest for users to decide themselves.
Brave and firefox clearly differ on which features to add natively and which to allow extensions to fill in, but saying this makes firefox late to the party is just silly. You might as well point out that firefox has no ad blocking, even though uBlock origin recommends using firefox at this point.