Pressing "Erase browsing history" in the Android persistent notification bar seems to do this.

Firefox Focus has no tabs and no history. Just close the active window and it's gone.

But if I press the home button to exit the app because my boss is walking up to my desk and then go to show him something on my phone.. he could find some unmentionables. Closing the app could have the same action as closing the page.

You have to hit the Erase button.