In Firefox, while browsing in a regular window, requesting to open a link in a private (incognito) window causes a new browser window to be created every time. By contrast, Chrome opens links as new tabs in an existing private window, only creating one if there is none.
This Firefox add-on emulates the behaviour in Chrome. It adds an entry "Open Link in Single Private Window" in the context menu for links. When selected, this opens the link in a new tab in a private window.
To properly work, this extension must be allowed to run in private windows.