I read about this in another thread. The Close Window menu item does not appear if you click the File menu with the mouse, but it does appear if you call it up using Alt+f. I don't know why...

Set the pref browser.tabs.closeWindowWithLastTab to false on the about:config page to prevent closing the last tab from closing the browser and make a close button appear if only one tab is open.

To open the about:config page, type about:config in the location (address) bar and press the "Enter" key, just like you type the url of a website to open a website.
If you see a warning then you can confirm that you want to access that page.
You can use the Filter bar at to top of the about:config page to locate a pref more easily.

I spent the last hour in frustration trying to figure why closing one FF window closes them all - googled various searches until finally reached this page - thank you jscher2000 for pointing the answer - would anyone care to comment why opening the file menu via the mouse does not show the 'close window' menu item? seem to me like a bug.

It is not a bug, but a new feature.

Some menu entries in the main menu bar are hidden if you use the mouse and only appear if you use the keyboard to open the menu (Bug 626825). You can see the difference if you use Alt+F to open the File menu or other menus like the Edit menu (Alt+E) and Bookmarks menu (Alt+B) and compare that to what you see if you use the mouse to open the menu after you have made the menu bar visible by tapping Alt or by pressing F10.

• bug 626825 - Hide redundant menu commands unless the user invokes the menu using the keyboard (make use of the openedWithKey attribute)

(please do not comment in bug reports; you can vote instead)

See also:

• [/questions/799856#answer-155765]