You need to click the close button on the tab, not the entire window.
Please see my screenshot.

I don't know whether that is a built-in option.

Perhaps you can get used to a different way of closing tabs... You should have a small "x" on each tab, or you can right-click a tab and choose Close Tab, or you can press Ctrl+w to close the currently displayed tab. What do you think?

I could not see the small x on some of the widows but sontrol W did the trick! Thanks for you suggestion

I could not see the small x on all of the windows, but control w did the trick. Thanks for your suggestion.

Hi wtpl62, I agree that Ctrl+w is easiest.

The "x" might not appear on background tabs (the non-active tabs) if you have a lot of tabs open in the window so they are squeezed down as narrow as they go. This is to make sure you can see as much of the page title as possible on the tab.

If you want to experiment with the "x" there is a hidden setting. Here's how to play:

(1) In a new tab, type or paste about:config in the address bar and press Enter. Click the button promising to be careful.

(2) In the search box above the list, type or paste close and pause while the list is filtered

(3) Double-click the browser.tabs.closeButtons preference and enter the number of your preferred behavior, then click OK:

1 => close buttons on ALL TABS (default)

0 => close button only on the currently ACTIVE TAB (not on other tabs)

3 => single tab close button at the right end of the tab bar to close the active tab (Firefox 1 style)

2 => no tab close buttons anywhere (use Ctrl+w to close the active tab, or right-click any tab > Close Tab)

Thanks again jscher, your suggestions have been very helpful.

wtpl62