Why does shift-cmd-n fail as a custom shortcut for Firefox "New Private Window"?

I created those shiftcommandn Link for Firefox in Syst Prefs to customize the behavior of other browsers.

syst prefs

It is registered in the Firefox menu bar.

menu bar

However, clicking on the link opens a new, non-private window, and loads the first item into Top Sites.

I could imagine that I could create another link to override this behavior. I do not see anything highlighted on the Firefox menu bar when I press the shortcut. Or could there be another solution (except another link to open new private windows)?

There is a problem with both Mojave and High Sierra.