Cookies, browser fingerprinting, other trackers built into pages by people integrating FB, Google ad services etc. There's lots of ways.

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So wouldn’t wiping these things be more important? I know brave browser wipes most of those, if not all, upon exit

Look into what browser fingerprinting is. Some things you can't wipe.

I know it has something to do with certain unique characteristics of your browser like extensions installed

But for everything else