Did you check your privacy options to see if it's not checked or not to warn if your closing two tabs?

I have marked it now, thank you, but doesn't that only apply when you close the whole window? My problem is only relevant when I am closing one tab - two tabs close but the window (with many more tabs) stays open.

Then what addons do you have installed? There is something wrong there.

Do you click the close X on the tab to close the tab or do you close the tab with a middle-click or via the right-click context menu?

If you use the former then an accidental double-click might explain this although normally tabs only move back if you move the mouse pointer off the Tab bar.

If you close the tab with a middle-click then this is less likely to happen.