When in "Private" or Incognito mode cookies are deleted when you exit the browser. And it probably does not even look for prior cookies. It is similar to running the browser in 'sandbox' mode. It 'sees' only what it is currently doing and then deletes all knowledge of that when it quits. Naturally, you wouldn't want it to delete cookies that had previously been created. Although you can do that easily by using another option in the app's menu.
I assume you are allowing Foxfire to store your passwords and form fill info? It may be encrypted and hidden but I don't trust it to do that. I use 1Password for that kind of thing. It is not only encrypted but backed up automatically and requires only one password (That's a good name for an app...) to access... and it works in Chrome, Firefox, Safari and I think Omni. Also can store lots of other personal and software info (serial numbers, purchase dates, web sites, etc.). Best ~40 bucks I've ever spent!