A post on Brave subreddit r/BATProject has confirmed that they are adding support for native crypto wallet using Nightly.
Nightly is the testing and development version of Brave. The releases are updated every night and may contain bugs that can result in data loss. It automatically sends the developers crash reports when things go wrong.
Brave has a fast iterative development cycle that goes through stages. New features are typically introduced in the Nightly channel and when they become more stable they move into Dev.
Brave co-founder and CEO Brendan Eich, talking to CoinDesk said that KYC is a priority due to regulatory problems. He said:
“[Brave] can’t let fraud bots with Ledgers or Trezors take us to the cleaners, and we have to avoid going to jail if some Office of Foreign Asset listed evildoer were to take out BAT that way. BAT is compliant via Uphold, and I’ll defend that decision readily by citing our growth numbers, publishers, and users.”
A user can already withdraw BAT to an external wallet using the nightly channel is they have nightly build and verified your identity with Uphold. However if you don't want to do the KYC with Uphold then the newly built is definitely required.
Also keep in mind if you go the uphold route, Brave does not send money to your uphold wallet until after a certain amount of time. Eich adds:
“We have no illusions that raw crypto is not for most users — it is unusable and way too technical. We do want the users who are able to use it to have integrated crypto wallets in Brave. These users innovate and may collaborate with us, sites and channels, hardware wallet vendors, proxied fullnode services, and even their favorite blockchains at core protocol.”