Orion currently has the option for Orion opens with "A new window", "A new private window", "all windows from last session", or "all non-private windows from last session". This works well with Orion is closed.
However, if Orion is already open -- e.g. if I closed the last window but don't close Orion -- Orion opens links from other applications (e.g. a link in an e-mail) as a new non-private window even if I have "a new private window" selected. Better would be if Orion always open links from other applications in a new private window if I have Orion opens with a "A new private window" selected.
As described this change would only change the workflow for people who have Orion opens with "A new private window" and I don't believe anyone who has that option selected would prefer the current behavior over what I propose.
More generally, what I am proposing is how to handle all links passed off to Orion (e.g. when it is the default browser) as far as whether to open in a private or non-private window. This would reduce accidental exposure from opening links from other applications into a non-private window.
It would also make Orion's behavior with respect to this consistent between when it is open with no windows open and when it is closed (and is therefore opening up for the first time with the call to open the new link).