The custom settings are shown when there are changes to the default settings (i.e not all items are default), so it is selected automatically when necessary top make you aware of this. When all settings are default then you get "Remember history" or "Never remember history" (Private Browsing mode) and you need to select the custom setting to inspect or make changes.

So, if custom setting and PB selected to make you aware of such, as the only option checked, you can also say, "When going from 'Remember history' TO 'Never remember history' i could say default settings are changed BUT the difference is you only get "custom settings" going in one direction, not the other, despite default settings are still changed.

If its just to make users aware "up front" of PB by only selecting the checkbox only in "custom settings" and greying out others, you can change straight to, and include a "more info" to link to website which explains what PB is rather than visually break it. (That way info is viewed on web page for those interested, while at the same time, it keeps it intact) kinda of a middle approach.

There are more places in Firefox where items are hidden or collapsed when you use default settings and they only are shown when you make changes (i.e. choose something different).