This sentence is eye-opening:

  > Smart Window infers information about you based on your interactions with the assistant and your Firefox browsing activity, including websites you have visited. This may include activity outside of Smart Window (such as in classic windows)...

Privacy-minded users who want to try this feature would need to create a totally separate browser profile to avoid data leaks.

    - Learn from chats in Smart Window
    - Learn from browsing in Classic and Smart Windows