I haven't had much success setting it up to "Always use private browsing mode" -- at least it doesn't look like it's working.
Steps I followed:
-Bring up preferences
-Select the Privacy section
-Select the drop down next to "Pale Moon will" and choose "Use custom settings for history"
-Ensure the checkbox below "Always use private browsing mode" is checked
-Click on the "Close" button at the bottom right of the dialog
After I restart and view the preferences again, I don't get the sense that the previous settings stuck.
Any one else tried this?
FWIW, it looks like I'm using Pale Moon 24.5.0.
My impression about it not working is likely off -- I think I misunderstood what I was seeing