Incognito works by creating new temporary storage for cache etc when you open the incognito window, any data accumulated during the session persists until the incognito window is closed. Closing an individual incognito tab doesn't clear it, only closing the entire window.
In theory a website could try to detect you are using an incognito window and block you but it relies on bugs/flaws and google update incognito mode whenever one is found to prevent such blocking.
I typically run a normal session and an incognito one during the ticket sale on my personal pc, along with a single session on my phone and another on my work pc connected to the work vpn