For anyone still looking for this in Visual Studio Community 2022, it's now a 'General' setting named 'Automatic Brace Completion'. There does not seem to be any per-language setting for this feature, as I would have expected.

(As Gautam Jain already wrote, but it wasn't clear to me that that answer was for VS2022 and it lacked a screenshot.)

Personally I find the feature a frustrating one, as the supplied automatic brace does not follow the formatting rules set in the C# Code Style / Formatting options (i.e. in my project, opening and closing braces each on their own line)