Question: Chrome always quit when I click on the `X` button on a tab, without asking me anything!
 Even when I close Chrome he do not alert me if I am willing to relay close it? 

Many times it happened that accidentally I clicked on `X` button.

Answer: 
If you accidently close all your tabs you can reload Chrome and press `CTRL` + `SHIFT` + `T`.

This will restore your previous session for all your tabs.

You could also look for a Chrome extension such as [Windows Close Protector](https://chrome.google.com/webstore/detail/lnpifgapnmpninomacbhdlconlpikdai).
If you don't mind installing a Chrome extension...

The Chrome Toolbox extension, written by Google, has an option called "Confirm before closing multiple tabs." You can find it here:

<https://chrome.google.com/webstore/detail/fjccknnhdnkbanjilpjddjhmkghmachn> 

It has a number of other interesting options also.