We had a discussion on this a few weeks ago. There is no built-in setting to change this. You can apply a custom style rule or use an add-on. See: Disable Close Tab Button on all Tabs Broken in v5 (31.0).

Killing the close x in each tab is only part of the solution. The rest of the solution would involve reinstating what used to be about:config where the browser tab close value = 3, which put the single close x under the app close red x on the right hand side of the window at the right end of the tab toolbar. I'll stick with version 30.0 where this was last supported until such time as the code is restored, or I'll find another browser.

The close X at the far at the right end of the Tab bar is the only position of that button that isn't easy to restore as that involves creating a toolbar button with the proper bindings. The other settings with a close button only on the active tab is easy to achieve with code in userChrome.css.

• tabs closebutton restored: https://addons.mozilla.org/firefox/addon/tabs-closebutton-restored/