Because i might want cookies on this page, gmail and reddit, and nowhere else. This would mean me starting a private window, googling something, finding a link on reddit, opening it, either logging in again, or copying the link to a non-private window, commenting, closing that window, and back to search results.

Firefox has containers tabs that does this exactly from a new tab.

I often do that, but now I have to click on cookie confirmation banners all the time. It is very annoying. Might just take seconds, but it sums, eventually I have been clicking on these banners for hours

Sometimes these banners do not even work because of my NoScript

Because software is supposed to make our lives easier, not to insist we keep making the same choices again and again, and undo everything as soon as we make a mistake.