I generally agree with the sentiment here, but somewhat similar to using Linux over macOS, my experience has been that it's just a worse user experience in exchange for "doing the right thing." In the end, it's about how much you're willing to sacrifice convenience and user experience for an ethical ideal.
For me, the last time I attempted to switch from Chrome to Firefox, it drove me nuts after a few days because of one behavior: When you click a web link in another application, it opens it in your non-incognito (or whatever that's called in Firefox) window, even if the incognito window is the one on top. Instead, you have to copy the link from the other app, tab over to Firefox, and manually paste it into the incognito window. This is a flow I use many times a day, and having to do this workaround was really annoying. I found a thread about it on Firefox's issue tracker, but it was closed with a response that basically amounted to the developer telling the user that reported it, "this isn't a valid use case."
I may be able to switch back to Firefox when they implement that feature where each browser tab is essentially an isolated "incognito" context, which is really what I want. The distinction between "incognito" and "not incognito" windows has really just been a proving ground for the idea of concurrent browser sessions isolated from each other, which is a much overall solution to controlling your privacy on the web.