How exposed am I in this scenario?

Long story short, saw that some coin supposedly built on eth network was airdropping so I figured what the heck. Probably worthless but perhaps it'll gain one day and I can make enough for an ice cream.

So I created a brand new wallet, completely unrelated to all others, it was in browser (brave) and attempted to claim it through that. Figured it would be safe enough

Now it obviously didn't work, but ironically the site said it failed to connect too . Is this part of the scam or is that wallet now completely compromised? Or is perhaps brave browser quite good with wallet security after all?

Should I be worried about the integrity of my phone after accessing a clearly fake token site and attempting to connect to an empty wallet?