As no major browser uses private tabs nowadays, i guess the chances of Opera implement such feature is very low.
My first reaction:
WHAT? So just because no other browser use it, Opera shouldn't be innovative and add private tabs? And furthermore, if no other browser use it, that is a reason for Opera to add it, so it becomes unique. If everyone were thinking like that, all browser would be the same.
But at further thinking, you're actually probably right. I'm afraid Opera thinks more and more in that direction since the move from presto, it's at least that feeling I've got when Opera devs have written on the blogs/forums. So we will see. (But I still think your comment was very pessimistic 🙂 )