Some users have reported issues when closing Firefox using the red X.

Quit Firefox {web link} Quit Firefox provides status bar and Toolbar buttons to quickly shut down Firefox. It is especially useful for laptop users.

On Mac it works differently because you can close all tabs and windows and still have the Firefox application running with the menu bar visible.

Make sure you do not close open windows before closing the Firefox application, but close the Firefox application (Firefox > Quit Firefox) while the window(s) are still open. Otherwise you only close the current window and leave the Firefox application running. In that case Firefox won't restore that window on the next start and you need to check "History > Recently Closed Tabs/Windows".

yes but usually , clicking on X which on the top left of window is more easy to close firefox. Also it is a habit from Windows PCs. Because of that usually forgot to Quit firefox and clicking on X on top left. I prefer restoring last session should work on both cases.

Did you check "History > Recently Closed Windows/Tabs" ?

You can't restore the window automatically once you have closed it. The same would happen on Windows if multiple windows are open and you would close one window at the time instead of closing Firefox via "File > Exit".