
Multiple Windows, Single Session
Turns out pressing Ctrl+Q or closing from the menu does this (and works better). (Relaunch closed windows on next startup. Experimental. Addon button closes windows for good.)
What is Multiple Windows, Single Session?
Multiple Windows, Single Session is a Firefox add-on that allows you to close windows and have them restart when Firefox reboots. It also provides an add-on button for permanently closing windows. The add-on is experimental and written in purescript.

Stats
- tabs
- sessions
- storage
Other platforms

Summary
I DO recommend closing your MAIN window LAST. Especially so, if you're using something like Tree Style Tabs.
What it does Basically, you close a window with the X and this addon will restart that window when Firefox reboots. If you want to permanently close a window, then use the addon button.
Update: Turns out pressing Ctrl+Q or closing from the menu does this (and works better).
It's written in purescript, which is honestly pretty terrible for this.(hindsight)
Contribs welcome: https://gitlab.com/losnappas/multiple-windows-single-session
User reviews
Safety
Risk impact
Multiple Windows, Single Session may not be safe to use and it requires some risky permissions. Exercise caution when installing this add-on. Review carefully before installing.
Risk likelihood
Multiple Windows, Single Session has earned a fairly good reputation and likely can be trusted.