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There is no workaround for browser Incognito mode since the settings above cannot be applied.
Technical
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Background
All Jira Cloud apps including R4J, run on an IFrame and are served by the app provider. Browsers interpret apps running on an IFrame as a third-party application. Blocking third-party cookies on the browser doesn’t only prevent third-party applications from saving cookies, but also from saving any information in the user browser. This includes the browser local storage.
Although R4J doesn’t use cookies, it uses the browser local storage to save users' preferences. If you decide to generally block third-party cookies, without making an exception for R4J, it won’t be able to remember the last items you’ve selected.
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