We do appreciate your feedback – but I’d like to clear a few things up:
The reason Shields settings are not saved are privacy based. We want to avoid user data/actions that take place in private sessions being retained in standard browsing sessions – more specifically, the ones in which are inacted or saved automatically or not deliberately.
For example, lets say you visit a…well, lets say “adult” site, in private browsing and changing the Shields settings to view the contents of the site. If this is retained in standard sessions, we’ve essentially “leaked” this private data. So now, in both a standard or Private session, someone other than you can ascertain information about what you were doing “privately”.
However, in the case of Bookmarks, this data is saved by taking a specific action and, further, requires that this information be saved explicitly. While it’s not impossible to accidentally add a bookmark in Private browsing, it’s far less likely given the associated “save” action required. Additionally, if you’re using private browsing, you probably don’t want any of these sites saved anyway.
We can’t account for all user errors, but we tend to aim to eliminate these occurrences as much as possible. A good example of this is the decision to keep/switch to Private windows rather than Private tabs, as we had in our old iteration of Brave (Muon). Having Private tabs that appear in a standard window, while still colored differently, makes it much easier to accidentally mix up the two – switching to entirely separate windows helps eliminate this possibility.
Hope this helps!