I just noticed that "Private Session" is behaving inconsistently. Depending on the client, it may still post playlist edits to Facebook.
Last night I set my iPhone to a private session, listened to some music, and created a couple of new playlists. Shortly afterward, I noticed that Spotify had posted messages to my Facebook timeline about creating those new playlists. It didn't post notifications of the tracks I had listened to, but it was posting any additions/modifications to playlists.
Just now I noticed the Mac client is doing the same thing: set it to Private Session, add/edit a playlist, and a post promptly appears on Facebook. Again, the music I'm currently listening to isn't posted while I'm in Private Session but all playlist modifications are.
I also just tested on the new Android beta client. That client appears to behave itself: it didn't post a FB message about a playlist created while in Private Session, but did post about a playlist I created after turning Private off.
Any chance we can get Private to actually be completely Private? Having to go into settings and turn off "Share to FB" separately kind of defeats the purpose! (Even more annoying, having to go back and clean up my FB timeline.) It's possible it's also posting playlist edits to the Spotify Social stream while in Private, but I don't have an easy way to test that right now.