Fortunately, it’s easy to change.

Venture into about:config. Go to the address bar and enter “about:config” and press enter. You’ll see a long list and at the top, a text box called “Filter:”

Buyer Beware here. You probably saw a warning when you tried to go to about:config. That’s because you can significantly alter the behavior of Firefox here, and you need to be either very careful about what you change, or very confident in your ability to fix it.

Enter “tabs” into the filter and you’ll see a list like the picture above. There may be more items depending on the addons you have installed. Now look for “browser.tabs.closeWindowWithLastTab” and double click it. It should turn bold, and in the right columns it will say “user set” “boolean” “false”.

That’s it!

Of course, if you’re not comfortable mucking about in about:config, or you also want to restore the close button to that last tab, there’s an addon* for that.

* Of course, I haven’t used, and can’t vouch for, that addon, but it’s there.