I have always used “Save and Close” option at the end of the session, leaving the box “Don’t Ask Again” unchecked, and everything worked fine. Then recently a guest of mine checked this box without informing me, and now I want to uncheck it, but haven’t find an opportunity to do so. Is it possible to uncheck it?
I think what your asking can be changed at…
Options>Tabs>Warn me when closing multiple tabs
If you check this box, you should get the option back, if I understand your question correctly.
Unfortunately not. This option works when, during the session, I close one window with multiple tabs opened. But it will not restore the tabs the next session.
Go to Tools–>Options–>General and into the Startup section.
Make sure that “Show my windows and tabs from the last time” is selected from the drop-down box if you want to automatically load everything you had open, the next time you load the browser.
Or choose “Show my home page” if you want the dialog box to appear again, each time you close the browser.
This was the box that popped up after I clicked Exit in File Menu.
Thank you! I already have done it, and it works most of the time, though once this has failed. Well if unchecking is impossible, I’ll use this function so far 
bcuser59,
First, welcome to the forum. 
Now, let’s solve your problem:
■ 1. Run CometBird and open a tab.
■ 2. At the address bar, type about:config and press Enter. If you see a warning message, just click on the I’ll be careful, I promise! button. You’ll see a long list of items.
■ 3. The cursor will be blinking in a field named Filter. Start typing browser.tabs.warnOn and you’ll see now just two items: browser.tabs.warnOnClose and browser.tabs.warnOnOpen. I guess the Status is set as user set and it has false as Value, right? If so, give’em a double click to put them back to default settings, i.e., to make CometBird warns you again when you are closing multiple tabs. So, by reseting these configurations, you will got default and true, respectively.
■ 4. Now open two or more tabs, with different webpages in each of every tab and close the CometBird’s main window. You should see again the warning.
Hope this helps.
Best regards,
UPDATED: Here’s a screenshot, to tell other people what are we talking about. 
Quit CometBird window (it’s like Quit Firefox window): Do you want CometBird to save your tabs for the next time it starts? (like Do you want Firefox to save your tabs for the next time it starts?)
The checkbox Do not ask next time and the buttons Save and Quit, Quit and Cancel.
Thank you very much! I would have never figured it out myself. I’ll try after work and will report here, but the advice you gave looks very true-to-life, and I hope it will help! :)))