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…
End-to-end encryption from your phone to Google's server, where neural networks now analyze all your data, Super cute! Lovely Labrador!
"Your chats are end-to-end encrypted and can only be seen by you and the person you're chatting with. Google can't read any of your messages, so you won't see any Smart Reply or Google Assistant features."
https://support.google.com/allo/answer/6383724?ref_topic=637...