(on android) In private mode session is not deleted after the last window is closed

I'm not sure if this is a bug or a feature, but I noticed that closing all windows when in private mode, does not trigger the deletion of the session and cookies. Steps to reproduce:

1. Open private window in FF
2. Login into any website in the private window
3. Go to tabs overview and tap on "close all windows"
4. Go to website from before.
5. See that I'm still logged in

Is this on purpose? If yes, why?