Yup, it should restore last closed tab in any window if there's no tabs to restore in the current window (or last closed window). Also try to flip browser.sessionstore.closedTabsFromAllWindows preference in about:config.

Yeah, that didn't work. And it doesn't matter if there /are/ tabs it can restore from the current window; right now it still goes in stack order of all closed tabs instead of pulling from the individual stack for the current window like it should. It's much less convenient for it to do this, and it's never happened before.