When you visit a dapp with an Ethereum-enabled browser, you're at the dapp's mercy in terms of how much information it will store about in localstorage and cookies. This can be anything from transactions to addresses, but most notably, it can be used to link your identities with one another without you knowing it. Your wallet may support multi-account, but it might not be clearing the cookies effectively which in turn de-anonymizes you quite a bit.
Longer origin post available here.
This web page will log the Ethereum addresses with which you access it into localstorage and long-lasting cookies. Switch to another address and see if your wallet made sure to clear the cookies. Force a clean by pushing the button below: