Why change the "close with last tab" behavior?

[tangowithfoxtrot]

I just updated and found this new behavior.

I use private windows often to open links that I don't want storing cookies, and usually close them with Ctrl/Command+W. However, since the default behavior was changed to not close the window when the last tab is closed, it just continuously spawns a new tab to replace the one that I closed, leaving the private window open.

This behavior was confusing to me, and I imagine it will would be to others as well. I perceived this as a bug until I saw mention of this in the changelogs. Please consider changing the default behavior back to true, or exposing a clear, easy place to modify the value in the normal settings.