It opens a separate session in the browser and prevents saving any cookies, history or other state locally when you close it. Doesn’t change a blessed thing on the other end of the connection.

That’s what they want you to think. (not sure if I’m being sarcastic or not)

Even if that’s true, once they become a part of the ecosystem, they will start looking for ways to dominate it. That’s just the nature of for-profit corporations.