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It's been obvious since Firefox 37 that Mozilla no longer cares about "power users" or the web in general. Every step since then has been removing features and removing customization in a race to the bottom (w/Chrome) for making a safe shell for grandma to run JS web apps.

edit: apparently the exit _menu option_ cleanly closes all windows...woops.

I only use this to restart the browser cleanly when I have multiple windows open.

I use the "restore tabs/windows from last time" option and I don't see how else to close/restart ALL windows natively within FF. Guess I'll go back to killing it.

Funny, I used to have an extension for restarting the browser, but those all broke when they left XUL behind. I care enough about it that I'm patching and building myself to get a restart button (and some other stuff).

Under Linux, that's done by Ctrl+Q (provided that you have set up Firefox to restore your previous session on restart).

Is the developer toolbar the only native way to clear cookies still?

I don't know what you mean by "native" but in about:preferences#privacy you can click "clear history" and select "cookies" to clear them.