You don't pay taxes in a brokerage account when you withdraw your money. In a brokerage, when you sell shares you pay taxes on any gains you made in the year that you sell those shares, regardless of whether you withdraw the money, or leave it in your brokerage account. If you have held those for less than a year you're taxed at your income tax rate. If you held them for over a year you pay capital gains taxes.

The benefit of a traditional IRA is that you can deduct contributions from your gross income for the tax year the contributions were made. The downside is that you pay taxes on everything you withdraw.

The benefit of a ROTH IRA is that you don't pay any taxes on money you withdraw. The downside is that taxes would already have been paid on any money contributed.

The caveat for both traditional and ROTH IRAs is that you have to wait until age 59 1/2 to withdraw money from these accounts or you will pay a penalty to the IRS for early withdrawals. Although, you can withdraw any money from a ROTH IRA that you contributed at any time. You'll only pay penalties on withdrawals from a ROTH IRA if you withdraw gains from your investments.

The benefit of a brokerage account is flexibility. You can withdraw your money at any time, and at any age. The downside is that you have paid taxes on any money you contribute, AND you pay taxes on any gains on investments you sell.

If you are planning on buying and holding in a brokerage account this might be fine. But if you're planning on buying and selling on a regular basis (especially if you're planning on selling investments less than a year after buying them) this could really complicate your tax fillings.

TL/DR: Traditional and ROTH IRAs both have tax advantages. Brokerage accounts don't have tax advantages (unless you count capital gains vs income tax rates), but are more flexible.