Preheat your oven to 450°F (230°C) and position the rack in the middle of the oven.
In a small bowl, mix all of the rub ingredients: cayenne pepper, black pepper, smoked paprika, kosher salt, garlic powder, onion powder, ground oregano, and cumin.
Pat the sea bass filet dry with a paper towel, leaving the skin on. Sprinkle about 1-2 teaspoons of the rub on the top of the filet. Save the remaining rub for future use.
In a small mixing bowl, combine the chopped purple cabbage, grapeseed oil, and kosher salt. Toss until evenly coated.
In a separate small bowl, whisk together the mayo and sriracha. Adjust the amount of sriracha based on your desired level of spiciness.
Place the sea bass, skin-side down, on a foil-lined baking sheet. Arrange the cabbage to one side of the baking sheet if your fish is thin (cook both simultaneously). For thicker fish, bake the cabbage for the final 4-6 minutes of cooking.
Bake the fish for 4-6 minutes per 1/2 inch thickness. The cabbage will roast in about 4-6 minutes as well.
While the fish and cabbage are baking, butter your brioche bun and toast it on the bottom oven rack, butter-side down, for about 2-3 minutes, until golden brown.
Once everything is done baking, remove the fish, cabbage, and bun from the oven. Using a spatula, lift the fish off its skin (which should stick to the foil).
To assemble, spread a generous amount of sriracha mayo on the bottom bun. Add a layer of roasted cabbage, then place the fish filet on top. Add the arugula, and finish with the top bun.