Sorry, I was unclear.
I don't mean I worry about closing tabs when exiting the browser, I mean closing multiple tabs while still in the browser.
I often work with a lot of open tabs and close groups of them at a time. A system like Opera's, where I could so easily see myself accidentally closing all other tabs and not just, say, tabs to the right and losing all of my places would be immensely annoying and there just doesn't seem to be a way to mitigate that.
Looking at Opera right now it just kind of seems devoted to being a mobile browser--as simplistic as possible and with little apparent functionality or care for ability beyond short browsing sessions.

Because if so that is absolutely silly.

I'm not seeing anything in Power User settings or in the flags to warn me when closing multiple tabs though.

I really want to like Opera, but every time I come back I just run into stumbling block after stumbling block just to get basic browser functionalities that would be common in any other browser.