It's not a bug. I found my solution at https://support.mozilla.org/en-US/questions/1092893#answer-803473

Hi jenett, did you change a preference or did you turn off automatic private browsing mode in Privacy Preferences?

For reference by those finding this thread, those settings can be found here:

Privacy Preferences (Options), either:

Mac: "3-bar" menu button (or Firefox menu) > Preferences Windows: "3-bar" menu button (or Tools menu) > Options Linux: "3-bar" menu button (or Edit menu) > Preferences

Click "Privacy" in the left column, then you can:

(1) Uncheck the box for "Use Tracking Protection in Private Windows" if you do not want this feature

(2) If the selector in the page says "Firefox will: Never remember history" change that to "Firefox will: Use custom settings for history". Then you can view and uncheck the box for "Always use private browsing mode" if that is checked

Thanks jscher2000.

My problem was that the tracking protection (and 'shield)' was showing up in a window that was not a private window - as a result, your step#1 did nothing to correct my problem (I had already tried that before).

The solution to my problem was simply checking and correcting the following:

" Default settings:

   privacy.trackingprotection.enabled = false
   privacy.trackingprotection.pbmode.enabled = true  "

...as per the post I linked to above ( https://support.mozilla.org/en-US/questions/1092893#answer-803473 ).

Thanks for the info which may help others hoping to solve a similar issue.

I see, tracking protection somehow got enabled in all windows (privacy.trackingprotection.enabled set to true), and returning to the default settings resolved it.

Hmm, if you ever figure out what caused that, let us know.