Im sure they do give you the options to not share anything, they are just below the setting in question <a href="http://i.imgur.com/fPg93BJ.jpg" rel="nofollow">http://i.imgur.com/fPg93BJ.jpg</a><p>They way I interpreted "private session" is that you can stop posting what you are playing to Facebook, Last.Fm and Spotify's own profile for a short period but want to resume posting later.<p>If you want to stop posting all together you can turn off the places you post to one by one.<p>Not sure if posting to your Spotify profile is opt-in or out, if it's opt-out I set it a while ago, but if you found the private session setting the opt-out setting is right below.