Why am I not receiving BAT for the ads I see on websites?
Brave Rewards has nothing to do with the ads on websites, and your earnings will not be affected by having Brave Shields on or off.
The ads Brave reward you for currently appear as notifications outside of the browser or as images on new tabs, but not as ads inside websites.
Brave is planning to deliver banner ads on verified creator sites in the future. [Current July 26 2021]