It would be handy to add an option here to move tab to new private window.
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This would be nice to have (also with a drag and drop from a normal window to a private window and vice versa, which could be disabled via a setting).
I'd like the opposite - move a private tab to main window. Voted nonetheless
Private Tab in drop down menu
private browsing in drop down nenu.
(Note: similar ideas have been merged into this thread)