This is like saying that the english people don’t consider themselves as europeans even if they are in europe, their roots are anglo-saxon and speak a germanic language. Its odd they dont feel closer to Africa given the fact that a big portion of brazilians are from african descent. I would only expect people from Argentina or Uruguay to feel closer to Europe knowing that more than 85% of their population are descendants of people that came from that continent.
Most of the guys in the quora link argue that they feel closer to europe because they were not colonized by the spanish and they dont speak spanish as the rest of latin america so they dont share the same culture, and brazil is huge and live in “isolation”. All those things are true, but conceptually speaking they still are “latinamericans”, people born in South America with a latin heritage (portuguese culture and language).
Check https://en.wikipedia.org/wiki/Latin_America and you will see that Brazil is part of it.