I like using incognito mode on the common use computer in the office so I can sign in to chrome without worrying about it remembering any of my biz.
Any link I click on permies, another forum for example, logs me out and so does opening a new tab and going to permies there. This is something of a bother.
This doesn't happen in Firefox or opera's private browsing. I haven't tested it on Safari or Explorer.
I guess that the Chrome version of incognito does not accept/store cookies.
Once you leave the page, without a cookie, you are gone...without a trace.
When you switch pages, essentially, you 'have left'. In order to return, you need a new cookie.
I don't think that there is anything permies can do to overcome this...it is browser dependent.