Using set confirm or the confirm-quit plugin makes it so that vim always confirms quit. But in gvim, if you just press the X at the top, it always quits -- no confirmation (unless the file is unsaved)
Sometimes I open 3+ tabs with several buffers in each -- if I reflexively hit that X when everything is saved, then "Boom", the whole workspace is gone. I'd really like a confirmation box.

:q,ZZ, etc. commands to ask for confirmation first; that's why it doesn't work with the "X". I'm not sure if there's any other way; I can't think of one now either, but perhaps I missed something. – Martin Tournoij Apr 08 '20 at 17:28