I like having the warning, period. Misclicks and accidental keystrokes happen. It is so much nicer to have the warning dialog than to have to restore the closed window.
Restoring the window doesn't preserve the data on pages with infinite scroll and it is a crap-shoot on whether or not the progress of a video I was watching gets restored.
Then simply enable the warnings after you upgrade to 94.
This is going to sound glib, but based on Mozilla's track record I expect the setting for this to disappear within one or two releases.