Are you clicking on the x or the + in the tab bar?

the-edmeister said

Are you clicking on the x or the + in the tab bar?

x botton

If I understand you correctly, what you are trying to do is to close firefox when you close your last tab. If that is the case then the solution is as follows:

• Write "about:config" (without quotes) in address bar and press Enter
• You will get a page saying "This might void your warranty". Don't worry, just click "I'll be careful, I promise!"
• In the search bar write "browser.tabs.closeWindowWithLastTab" (without quotes)
• Look in the column named value. If it's "false" then right-click on it and select toggle.
• If it's "true", then your problem might be elsewhere.

Does a middle-click with the mouse scroll wheel close the current tab?

Start Firefox in Safe Mode to check if one of the extensions (3-bar Menu button/Tools > Add-ons > Extensions) or if hardware acceleration is causing the problem.

• Switch to the DEFAULT theme: 3-bar Menu button/Tools > Add-ons > Appearance
• Do NOT click the Reset button on the Safe Mode start window

• https://support.mozilla.org/kb/Safe+Mode
• https://support.mozilla.org/kb/Troubleshooting+extensions+and+themes