Just curious... Can you go to your profile folder, look for a folder called sessionstore-backup and post a screenshot of it's content in detailed view.

On Mac closing Firefox can be more complicated because you can close all open windows, but keep Firefox running with the menu bar visible or minimized in the Doc.

Make sure to use "Quit Firefox" with all windows still open, especially if you want to use "Restore Previous Session". Otherwise check "History -> Restore Previous Session" and "History -> Recently Closed Tabs/Windows".