Thanks guys but I probably didn't explain my problem well enough. Here's the little window that pops up when I right click:
I'm guessing Google simply decided to remove the incognito option because it used to be there. As you see, what's there now is an option to only open a regular window. Like I said, I can still open incognito windows but I prefer the ultra lazy way with the right-click.
This is what I hate about cloud-based stuff, you are totally at the cloud's mercy.