IE 11 New session is not opening

IE 11  New Session is not working.. which means that we are able to open IE, IE with New windows/Multiple Tabs that are all working fine. when we try to open New session which is not opening. How do I resolve it?

We tried the below things, still not working.

1. Suspected on July 2018 patches and Removed all July security patches ( OS, IE , .Net framework) one by one and verified that      it’s not working
2. Observed that      SessionMerging/FrameMerging Registry keys are enabled on user PC. It was      disabled by changing the value.   (https://docs.microsoft.com/en-us/previous-versions/windows/internet-explorer/ie-developer/general-info/hh826025(v=vs.85))
3. Ran iediagcmd.exe (      Internet Explorer Diagonostic Tool)
4. Reset IE setting and      Restore Advance Setting