Ironically the whole point of it originally was sandboxing, and it’s true at least on iOS. Thus, you won’t be logged into the same sites within an in-app browser, and clicking a link from within an app (whether it appears to be an link or not) can’t automatically connect you to cookies and any other tracking from your actual browser.
The point with firefox focus is that the whole browser is in private mode. And even another browser, so no shared sessions or anything with your normal browser or precious interactions/sessions.
Not sure if open-links-in-apps is comparable to that, never tried it (I rather prefer multitasking than doing it from within the app anyway).
