People are going to see what you do on the internet. Period. The vpn dude, the browser dude, the marketing dude, the other company's marketing dude...
What incognito does is delete my local browser history and tells the browser not to suggest this in my auto complete. That's all. Same on youtube, at least it doesn't pollute my feed with a random search for a video in icognito. Youtube still knows I watched it, but it's useful to me.