https://armin.dev/blog/2019/03/firefox-extensions-browsing-d...
I discovered this recently when I logged in to website X in a Private window, then closed the window without explicitly logging out, and returned to X later that day. I had another Private window open (with a completely different site). I was still logged in to X! because that second Private window had preserved the session.
This means, of course, that sites you visit simultaneously in separate Private windows are not isolated from each other either.
I still am mostly happy with Firefox and use it daily, but this was a completely unexpected and unwelcome behavior.
The multi-account containers extension mostly solves the problem for me https://addons.mozilla.org/en-GB/firefox/addon/multi-account... though I wish it was more convenient to open a tab in a specific container, and to discard and create containers.