Yes, this is true. ''If you don't find a better workaround:'' I created an extension that can help work around this. It can protect against accidentally closing private windows that you don't want to close -- assuming you give permission for the extension to run in private windows when you install it. ''It has an annoying habit of creating extra tabs you need to close; it obviously needs more work.'' https://addons.mozilla.org/firefox/addon/prevent-closing-window/