I assume that you mean by brute force all combinations of paths and choose the fastest. But this requires you to use BFS (probably) an exponential amount of times and in that case you can't say that the time complexity is O(|V|+|E|). O(|V|+|E|) is if you use BFS a constant amount of time. I mention 2 examples of graphs in order to illustrate the amount of possibilities of paths you have to show that Dijkstra is faster than the brute force BFS, because the latter depends on how many possibilities for paths you have.
A balanced binary tree with a root (starting point) and each vertex having 2 children except the leafs and the destination vertex as one of the leafs. If you start at the root, you have 2 choices for the paths. If you go to one of them, you have further 2 choices and so on, until you are at the destination vertex. This makes 2 * 2 * ... * 2 path possibilities, where it's multiplied log(|V|)-1 times. Which is O(n). This gives the brute force BFS algorithm a running time of O(n^2 + nm) which is slower than Dijkstra.
The full graph: Assuming that you start at V1 and the destination is Vn, you can start at V1 and have V-1 possibilities for the next vertex. At the second vertex you have V-2 possibilities, at the third one V-3 and so on until you're at Vn. This makes V-1 * V-2 * ... * 3 * 2 * 1 = O((V-1)!) number of possible paths, which gives the brute force BFS algorithm an exponential running time.
We can see the latter as the upper bound. The lower bound could be a graph which is a path, for which both algorithms need O(n) time. We can conclude, that probably in all occasions, Dijkstra is either faster or as fast as the brute force BFS algorithm.