I would argue it is featured. I have several flows to login to different routers, HTTP request need to be done in succession. So first I have to post the login username password, retrieve token, parse the token and then use it in the next request to query other information. Some require extra 2-3 requests to reach the information/command I need. The whole requests should be in the same session, otherwise it will be rejected at the second request, for having different cookies/session id.
This works the same with the common popular browser, where all tabs share the same session. While the private/incognito gets another session. In most browser, you have maximum these 2 sessions. Some addon/plugin can extend this to multiple sessions.
Automagic currently only have 1 session for all HTTP request. You need separate sessions, so we need to request additional session feature. So this thread should be moved to feature requests. I don't know how many you need, but I think 5 separate sessions should be enough for most users. So this request will be : action HTTP request and Download URL, additional option to choose the session number. All previously created actions will default to session 1.
At your similar request for clearing cookies :
viewtopic.php?f=5&t=8135
The requested clear cookies action also should be able to choose which sessions to clear. The choice is in multiple checkbox, so I can clear cookies for action 1, 3, 5; or cookies 2, 3, 4, or only 5. Clearing cookies at certain session before using HTTP request on that session, is very similar to incognito browsing (I don't know about the history or caching in Automagic though).