Right click menu on Quick Launch Bar Edge icon without "in private" browsing

Hi,

I have a PC with Windows 10 Pro 20H2.

In the Quick launch bar there is the Edge icon but when I right click on it I can't see the "In private" browsing.

To use the in private browsing I open Edge - Ctrl-Shift-N - close the normal browsing windows but nothing is changed also after many times.

Why the right click menu lacks in private browsing?

Thanks for your reply.