@stux In my opinion the feature itself isn't a problem but browsers picked up really bad name for it. Chrome's "Incognito" is a little better than Firefox's "Private tab" or Edge's "InPrivate" but all can be misleading.

The point of this feature is to try to present you with clean identity to the website you are viewing, this is where you are coming incognito. Also it cleans up some traces from this browsing session locally as a bonus. It far from useless but should be named and explained better.