Where do you live?

Users in the EU can choose to have all, some, or none of Google's services such as Search, YouTube, and Chrome share their data. You can automate it with consent-o-matic extension https://chromewebstore.google.com/detail/consent-o-matic/

In the US this is just the way it is.

Chrome’s Incognito Mode is not private. Google Updates Chrome's Incognito Warning to Admit It Tracks Users in ‘Private’ Mode https://www.wired.com/story/chrome-incognito-mode-privacy-wa...