That's something users don't want to happen until they want it (they know how to close it).
It is intrusive like those annoying popup window. Closing a tab would be less aggressive like some
por* website already do, when you try to close it, an alert box appear and ask you if you want to quit or stay.
Even in this example, the trigger is the closing "tab" button, not an anchor.
- Solineoz -