I relied on
The nightly build shows that the Tracking Protection option is still only applied to private windows by default but can, for the first time, be enabled for all browsing by going to Preferences > Privacy & Security > Tracking Protection, and clicking Always. (Emphasis added)
More: I just reverted to Firefox 56.02 (Scroll down
here for v 55 and earlier.) and found [sic]...
Tracking Protection
Tracking is the collection of your browsing data across multiple websites. Tracking can be used to build a profile and display content based on your browsing and personal information.
Use Tracking Protection in Private Browsing to block known trackers (Learn more)
and the page to which I'm taken when I click on "Learn More" displays...
Tracking Protection
(Redirected from Tracking Protection in Private Browsing) (Emphasis added)
So, I don't know what's up with your Firefox, but mine is precisely as (apparently) expected.