That's a feature. Chrome will refuse to remember history so that you can reopen the tab, however it will remember all other data from the closed tab such as cookies. If you log into a website in an incognito window, close all tabs of that website and then open a new tab and navigate to the site again, you'll still be logged in.

It tricks you into thinking that session state is kept only per-tab by disabling a useful feature (history), however the incognito session's state is actually scoped per-window and not properly cleared/forgotten until you close the window.

Firefox knows how to have temporary window-local cookies/site data _and_ history. Chrome doesn't know how to keep the history. It's a missing feature IMHO.