Re: Privacy?
No, what the OP meant is that useful and handy feature where you could tell FF that cookies from site A should be kept, cookies from site B dropped, and cookies from site C only kept for the running session. The whole with a handy manager which allowed you to black/white/greylist domains according to your needs and wishes.
I know there are now add-ons which do that same thing, but it once was part of standard FF. Unfortunately pressure from the ad industry who finances them made them remove this feature many years ago.