in brazil's case, mail in voting is not allowed at all, all voting must be done physically at public buildings or private schools which are mandated to contribute their space to the voting proceedures, all citizens to vote must come to the building and room they were assigned to months in advance, you wait in line in front of your room, one can cast a explicit blank vote or an invalid one which is called null vote, both are independly and accounted and you can see in the results, ever since this election showing a ID card with a photo is required to vote, with drivers license and the national ID (locally called RG, registro geral, or in englisb would be general register) are valid for this purpose

Well, I'd assume the polling places are in locations with many Brazilians around.

As far as I know many countries allow citizens to vote in person in their embassies. International mail can take ages to arrive and if you want your vote have high odds of being counted having embassies send a bag of votes through their priority diplomatic mail is the safest bet.

With the US being quite big and hosting a large Brazilian diaspora, it makes sense to have a couple polling stations in major hubs. It looks like the polling places are in cities with Brazilian consulates anyway.

But with 2,000,000 Brazilians in the US, the consulates probably don't have the capacity to host the vote. It's probably just a minority voting in-person anyway but still.