"Close tab to the right" is right by "Close other tabs" and "Reopoen last closed tab." Misclicking it instead of the latter, and then having absolutely no recourse, is a terribly frustrating experience.
Likewise, "Close other tabs" is next to "Close tab to the right" and "Close tab", which means that a simple slip of the mouse could mean the difference between closing the intended tab(s) or trashing everything in the current window.
And then there's the problem with the close button (mentioned in the topic "Confirm exit option"), which has a similar effect to "Close other tabs" and also lacks any sort of confirmation.
The potential for lost pages/field inputs/work is enormous given how easy Opera makes it to do something that, if not intended, can cause quite a problem.
While the closure of individual tabs is harder to screw up and easily rectified with the "Reopen last closed tab" function, a confirmation prompt setting is the only safeguard against the accidental closure of multiple tabs (along with the erasure of everything entered into them).
Sure, one could still make the case that user should be more careful. However, people aren't perfect, mistakes will happen and a web browser should aid them in doing what they intended rather than punishing them for minor slip-ups.