You can only have one private window instance, with all your private window contents mixed in that scope. And this instance cannot be discarded until you close every single private window. It would be better to have multiple temporary instances so you don't have different websites mixing and don't need to close everything to reset your session on one site.
Are you sure about that?
I was testing some web app earlier this year and everytime I opened a new icognito window I was able to log in again as an other user. Opening another tab in the same window shared the state of the window.