As a user who would prefer to use multiple tabs (
as seen in this post), I would also like to not be prompted when I close a tab. Most of the time my tabs have no important history.
If you would like to allow for user screwups, why not add "Reopen last closed tab" and/or a History? Much less annoying than a prompt dialog. (See Opera 15+/Chrome.)
In a more general sense, most confirmation dialogs should have "don't show this again" checkboxes. (But that's a different request.)