"Use a New Identity" behavior is non-intuitive and can lead to mistaken use
When the "Use a New Identity" button is clicked, a notice pops up saying "All subsequent connections will appear to be different than your old connections." The "Use a New Identity" button then grays out for several seconds while the new identity is created. However, unless a user waits for the "Use a New Identity" button to not be gray, they will actually be browsing under the old identity. So the popup notification is incorrect, as it makes the user believe the identity has been established.
I think the behavior should be changed so that when the button is clicked, the popup notification lets the user know a new identity is being established. Then once it is established the user should be notified with another popup that the identity has changed.