Question about Icognito or InPrivate windows.

I just learned about these a few days ago and have been messing around with them. I thought that a logon name that I had only used Incognito was showing up as a suggested logon in the dropdown. I wasn't sure of my memory, but to tested it I cleared all my browsing history, turned on Icognito and tried again. There it was! It doesn't look like these can be saved at the web site, because other default logons from other websites also showed up. Where are these saved? Why don't they disappear when you "clear browser history?"

Well, now that I've written it, I guess I should have called it "question about clearing browser history."

Thanks,
AnnieG