I feel like there is no web browser with a sane default configuration that I can recommend to other people. All browsers are preconfigured in a way that harms the privacy of their users or include services that no one wants such as Pocket and BAT.
Here are my problems with some popular browsers.
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Mozilla Firefox: Pocket integration, no ad-blocking without extensions.
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Brave: Everything related to crypto. Also its start page is horrible.
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Chromium: No ad-blocking without extensions and soon Manifest v3 will cripple all content blockers.
Now, these suboptimal defaults wouldn’t be such a big problem if the configuration files were easy to backup and restore and respected the XDG base directory specification.
That’s just three browsers. There are more. You don’t have to use Pocket in Firefox. An extension is no better or worse than an integrated ad-blocker (moreover, Librewolf simply comes with uBlock Origin). I don’t see what’s the real issue here. There are many other versions of Firefox with enhanced privacy.