Up until fairly recently, Opera would open links from other programs such as Skype in whichever browser window had last been selected. I don’t know which specific build changed that but now Opera limits links from external programs to its non-private windows.
I suspect that is a design decision rather that a bug but it was actually a feature that helped sell me on using Opera as my main browser when I had been using Firefox before. I do a lot of front-end based web development and being able to maintain two sessions at a time – one in private mode and another in non-private mode is incredibly useful. To do that before, I would have to leave Windows’ “Default Programs” window open and toggle it back and forth between browsers.
I also found it incredibly useful in my personal time as well since I could easily open links sent by friends/family that I didn’t necessarily want associated me – primarily shopping and YouTube links that would leave those sites hounding me for random things I wasn’t interested in for the next month.
I don’t know how useful opening external links in a private window is to most people but it was incredibly useful to me and I really wish there was at least an option in settings or in opera://flags to turn it back on.