Just an FYI ...
Updated to FF 17.0 last night, and found that I no longer got a warning when closing FF with
multiple tabs open (even though the option to do so is turned on in TMP).
Checked with TMP disabled but with the warning option on in the FF-options ... same thing: NO
warning. So it's a FF 17 problem. (This is the 3rd thing FF 17 has busted for me ... sheesh !!)
Just thought I'd mention it here since the last time this happened (a year or two ago) it WAS a
TMP problem ...
I did exactly the same thing as you (tested in FF safemode) and got the same result, so concluded the same thing.
However, I have dug a bit deeper and confirmed it's something to do with the interaction between TMP and Firefox 17 (and version 18, according to the dev thread here: http://tmp.garyr.net/forum/viewtopic.php?p=58263#p58263
If you go into About:Config with FF 17 and TMP active (even using dev builds 0.4.0.4pre.120724a and b versions), "browser.warnOnQuit" is set to false and locked on false I.e. you simply cannot change the boolean value.
However, if you disable TMP, I found "browser.warnOnQuit" still set to false (i.e. hence why the no warning on exiting multiple tabs problem was still replicated in safemode) but at least you can change the value.
The dev(s) are aware of the problem but I'm not aware of a fix date.