In Firefox version 67, Firefox added per-add-on permissions for Private Windows. If the user does not have them set correctly, the add-on will not work because this permission is required to set proxy settings.
As of Firefox 70, Firefox still gives zero indication to the user that there is anything wrong, and the add-on will simply not work. This update to my add-on notifies the user if he needs to change the Private Windows permission.

Updated documentation to be clearer.

Advanced note:
The extension does not behave the same when debugging as a temporary extension. Updated documentation to correctly reflect behavior for the signed extension.