There is no way of doing this using WebDriver Sampler 3.3 as the Firefox initialization is happening within
Firefox Driver Config so you will either have to patch this class to add
-private argument like:
DesiredCapabilities caps = new DesiredCapabilities();
FirefoxOptions options = new FirefoxOptions();
options.addArguments("-private");
caps.setCapability("moz:firefoxOptions",options);
or consider switching to
JSR223 Sampler where you will have full control over browser initialization and configuration