Firefox only provides a warning when you are about to close a window that has multiple tabs open, is that warning not appearing any more? For anything beyond a multiple tabs situation, you would need an extension to add a feature like that to Firefox. I am not aware of an extension like that, but I stopped keeping track of new extensions that I don't use myself when the number of extensions at AMO hit 10,000 a few years ago. Do a search and see what you can come up with. https://addons.mozilla.org/en-US/firefox/