It might not be a new update, but one of Microsoft's previous changes to Chrome shouldn't go without being highlighted.

Having an incognito mode is important in browsers like Chrome. Not only does it help you browse privately without leaving a trail of the websites you have visited, but it also provides a convenient way to access your preferred websites without having to clear your browsing history—a multi-step process that consumes time.

Windows 11 (and Windows 10) clipboard history no longer saves content you copied in Chrome's incognito, thanks to Microsoft.

It’s been a few years since Microsoft started making changes to Chromium, the open-source engine that powers most web browsers today, including Chrome and Edge. One of the more recent changes grants more privacy to end users in Incognito and InPrivate modes.