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IDK about a burn button, but firefox has an option to clear site data when closed, you can add exceptions to that. I imagine you can do something similar with Vivaldi.

You can also containerize different sessions with the "Firefox Multi-Account Containers" extension to create a container, do the stuff you want to do, then delete the container.
https://addons.mozilla.org/en-US/firefox/addon/multi-account-containers/?utm_source=addons.mozilla.org&utm_medium=referral&utm_content=featured
 
I know this isn't exactly what you want, but hope it helps