MS sort of sneaked Windows Activity in there by caling it a 'safety/backup' feature, many people aren't aware it's sending their stuff to Microsoft servers.
(Or they are aware that it's stored in 'the cloud' but don't realise just what that means).
I assume that you cleared it from both your machine <em>and from the MS servers</em> before turning it off?
https://www.makeuseof.com/tag/view-delete-windows-10-activity-history/
The safe/incognito mode is just a word thing, in Chrome they are the same thing as you say.
Hazelnut's link shows how to control that a bit more in Chrome.
Although Internet Explorer is now defunct some other applications still use it's temporary storage spaces for convinence. (CCleaner itself does).
So I still have 'Temporary Internet Files' and 'Cookies' ticked for it, and they do still clean things from there.
As for the Chrome vs Firefox being affected by this, I'd point out that Edge is Chromium based and so has things in common with Chrome.
So settings/features MS (or anyone else) makes in Windows for Edge might also affect Chrome. (and vice-versa).
Firefox is not Chromium based so wouldn't be affected.
It's still puzzling just what is causing this to happen on your machine, and why just the last 8 although that might be a clue if we could only recognise it.
If they were always the same sites then that would be one thing, it could be something those particular sites were doing, but you say that they change and it's always the last 8 that you visited.
It has to be something else that is saving them and putting them back when you open Chrome, but what and why is still a puzzle.
Is it always the last 8 you visited?
Or are they linked in some way, eg. is it saving say the last 8 shopping sites, or last 8 gaming sites?
It doesn't look like Adware or Malware, they would tend to always give the same sites, and not ones you have actually visited.
I assume you have already run scans with your usual AV.
You might want to consider giving these a go for a second opinion if you havent already scanned with them, the free versions are fine for scanning:
https://www.malwarebytes.com/
https://www.malwarebytes.com/adwcleaner
I scan with Malwarebytes free weekly, sometimes more often depending on what I've been doing, and run AdwCleaner about once a month maybe less.