I use "Forget Me Not" extension in Firefox and I otherwise have cookies cleaned up on exit, so I only use private windows for one-off empty sessions and in private mode, I don't use uBO — to avoid figuring out what I have to allow to prevent the page I might need to open one time from breaking.
And I've just tried opening YouTube in private window — not only it shows ads, but it attempt to inject them EVERY FIVE seconds (!!!) 😱
I can't watch videos like this!