Why not use bookmarks? That's what they're meant for, to go back to sites that you previously visited. You can also sync your bookmarks across devices using Firefox Sync:https://www.mozilla.org/en-GB/firefox/sync/
This is more of a Windows feature request than a Firefox feature request. Firefox is merely following the application standards set by the operating systems it runs on.That said, you can stop accidentally closing Firefox by pressing the "X" if you ha...