It seems to be affecting tabs only.

Firefox automatically stores session data when you close Firefox with windows still open and can possibly restore them automatically with the "Show my windows and tabs from last time" startup setting. To avoid that you would first have to close all open windows before closing Firefox although that would probably still show them in "History > Recently Closed Tabs/Windows".

Thanks for the reply. I have set Firefox to clear all history when Firefox closes. This works fine when I rightclick and close Firefox from the dock, but not when using the cmd+q shortcut.