Is that when you are closing a window and/or Firefox? To close the active tab you can use "Ctrl+W" or the tab context menu. Firefox offers within the tab context menu by default "close tab", and "close other tabs". To close the active tab use the close tab button at the far right of the tabs strip, if you are set up that way, or the "x" on any tab that displays an "x". With an extension you have more choices such as closing selected tabs, or double-clicking on a tab.