SUMMARY
Dolphin, by default, asks for confirmation to exit when closing window with multiple tabs. Considering that it also, by default, restores state from last time - confirmation is unnecessary. 
Originally, this confirmation was used to prevent closing everything when wanted to close active tab, but now it's not "dangerous", because can be undone by opening Dolphin again.

This confirmation is also strange to see when powering off - it literally asks if you want to close active tab instead, right before whole program, and system, "closes".

STEPS TO REPRODUCE
1. Open Dolphin with default settings
2. Make new tab
3. Close Dolphin

OBSERVED RESULT
Asks for confirmation to close, gives option to close active tab instead.

EXPECTED RESULT
Just closes, at least when reason is system powering off.

ADDITIONAL INFORMATION
Possible solutions: 

1. Keeping confirmation option uncheck by default, and asking users to activate it, when they change "Show on startup" to not restore from last session.
Cons: a) popup will be annoying, also because second option needs to be configured right after selected. b) warning text literally asking to go and turn it on manually will be stupid

2. Keeping confirmation option uncheck by default, automatically turning it on when user change "Show on startup" to not restore from last session.
Cons: a) unclear and may be annoying

3. Duplicate confirmation option to also be under second option of "Show on startup".
Cons: a) mess

4. Not asking if closing because system powers off

5. RESOLVED NOT A BUG/INTENTIONAL