There is a difference in how people use browsers. I think the behavior you prefer, is aimed at expert or tab users. Most browsers try to make the user experience best for a large amount of users, not just the experienced tabbers.

The idea behind the feature you describe from Opera, is that **you open a new tab for every new webpage** you visit. Then it is also logical that when you close a tab, you just close the website, not the browser.

However, I see that **most people re-use tabs for new webpages**. When they want another website, they type in something in the url or search bar of the current tab, and go. Mostly, they also just have one tab - **tab and browser are one thing for them**. They don't open another tab for another website. For this behavior, it is quite natural that the browser quits once the (last) tab is closed.

----

By the way, almost all browser implement a good middle way. With only one tab open the close button on the tab is not visible, and `right click` > `close this tab` is disabled. You are encouraged to use the close button of the browser. Only using the 'close tab' shortcut (`Ctrl` + `w`) works to close the last open tab. This behavior is seen in Firefox, Internet Explorer and Safari. Only Chrome does let you close the last open tab.

I think this is actually a quite nice middle way between non-tab users and experienced tab users.