I found when I roasted Brussels sprouts (quartered to be smaller) without brining, they were still rather too chewy/tough.
I read about the brining, and I thought the idea was that in the hot air fryer the residual brine in the sprouts would turn to steam and cook them better. And indeed they are much more tender with the brining step. See: https://leisureguy.wordpress.com/2023/05/10/brussels-sprouts-2/