Any reason why new tabs shouldn't create an entirely new, isolated container by default? And then allow the user to close tabs implicitly by performing a merge operation with some existing container (say, dragging with the mouse with a hotkey held down onto an existing tab group representing a single container)?
And alternatively, "merging" with the empty container, which would retroactively implement incognito mode on that tab, and incidentally coincides with the desktop metaphor for dragging things into the recycling bin... this metaphor can be extended by password protecting the recycling bin of "lost" incognito tabs.
I agree this would be awesome, in the meantime they have an extension that gets you most of the way there: push button get new tab in a new container.