I really wish they wouldn't overload terms that they themselves invented. In Chrome, "incognito" means we don't save your local history, but it does not add to the transport security. Here, "incognito" means you've got end-to-end encryption (and presumably also doesn't save local history). Why on earth would you re-use the same term when naming two things with similar (thus easily confused) consumer-visible attribute…
It's another dark pattern from an unscrupulous company.