This is a standard feature on all browsers yet noticeably absent here.. No private session or as my son affectionately calls it a "porn tab"... Please add this feature in..
They will as soon as they can. The fact that the UI is made from scratch for maximum configurabiity using technology that other browsers do not use, means that EVERY function requiring a feature (such as a private tab or window) to be displayed in the UI has to be written from the ground up, and this is not trivial work. Private browsing is already possible in the Blink engine, but the means to display it in a UI has to be created anew.