I just tested on Windows 7, and in Firefox 42, my lightweight themes do not apply to private windows, either. So I don't think it's a Windows 10 issue. I see there's an extension to allow themes in private windows. That was first posted in 2013, so maybe this problem has existed for a while. ?? https://addons.mozilla.org/firefox/addon/private-browsing-personas/ In the interest of science, I tried it and it worked in my 15 second test.