I am looking into an issue for someone that is using private browsing and to use a financial app. He has the website in the exception list for pop-ups but every time he opens this app in private browsing it asks for him to allow pop ups. When he added the exception he was in non private browsing mode.

My question is, even with the link to this site added to the exception list, is it completely normal for pop-ups to be blocked every time you open private browsing to the same website?