Not sure if it's a bug report of feature suggestion, but it looks more like a bug
I don't know if this issue is related to other shortcuts, but when I browse the web in a private window and want to open here the last closed tab (using command-shift-T shortcut), the last closed tab opens in a regular window (not in the private)
In my opinion, it will be better to open the last closed tab for the window you are currently in, no matter if it's a regular or a private one
Version 0.99.126.4.1-beta (WebKit 618.1.2)
Sonoma (14)