Chrome and other browsers allows users to open Private browsing window by continuing current session which Firefox doesn’t supports till now, Mozilla working on this and soon you can able to get per-window Private Browsing for Firefox without losing tabs and windows from current session.
Firefox which exists prior to launch of Chrome doesn’t allows per-window private browsing where Chrome, IE and Opera browsers allow their users to open private browsing window without need to close current session, when it comes to Firefox user has to close his current session to enter into private browsing mode (when user exists from Private Browsing Firefox restores saved tabs and windows from closed session), this means user can not browse Firefox in normal window and private browsing window at the same time. This is very annoying and good news is that Mozilla working on this and you can expect this to land in Firefox any time soon.
A Bug 463027 that reported when Firefox 3.6 was released to implement per-Window Private browsing in Firefox hasn’t been fixed yet, but seems stage is set the feature to land any time in near future when its ready.
Firefox to support Per-Tab Private Browsing too but will be disabled by default
Is it that difficult implement Per Window PB in Firefox?seems so. This design implementation also supports Per -Tab Private Browsing which Opera offers but Per-Tab PB UI will not be exposed to users in Firefox, but it can be enabled with an about:config preference or by an add-on.
Mozilla favors Per-Window PB by default than per-tab PB because because Per-Tab PB may confuse users in distinguishing and navigating between private and normal tabs in the same window and Mozilla also needs to work on visual indicators such as tab color and theme in per-tab PB to let users know they’re on private browsing tab, and there are some security concerns too if it supported through add-ons instead of about:config preference.