Suggestion:
It would be nice to have the option to enable a short tab/URL history so that you can reopen closed tabs for e.g. a minute, or customisable amount of time, before it is deleted entirely from Opera's memory. If the private window is closed, Opera should still forget the tabs and history as instantly as possible.

Issues/Reflections:
This should be an opt-in setting, as I believe it should work as it does by default to prevent any false sense of security. Perhaps it should even give you a clear warning when enabled, displayed once in every new private window to not be too obnoxious for regular users. Though I would personally prefer no warning at home, this could potentially be abused on public computers, especially if the time can be customized to last longer.