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Often, when I'm trying to close a tab, I get a drop-down asking if I really want to close it. Really Annoying.
Usually the tab is a site that is trying to advertise, or get me to fill out some form, etc.
It's very irritating that these sites have the ability to stop me from closing them immediately. Most of them carry data mining components, so the longer they stay open, the more likely they are doing something on my computer -- it seems to me that Firefox (which I prefer as a browser in every other way), by allowing the drop-down is complicit in their activities.