At this point, per-window is a good start. If they still need to do more work to do it per-tab, then fine but I’ll take what they can offer outside of you having to save/shut down your entire current session to do so. It’s been one of my problems with Firefox compared to IE/Chrome/Opera that offer you have you current session/tabs open when you want to use the Private Browsing equivalent.
I might prefer it per-window just so I can keep the stuff organized as such (alternatively, I can use Firefox’s Panorama (?)/Grouping to keep them separated as well so I guess it doesn’t matter much).