[reitanqild]

Edit: I see now that jhasse answered most of this already but I think mine adds some details so I'll leave it here.

I think alt-f4 closes the window while ctrl-q closes down Firefox entirely (in my KDE setup at least.)

On Windows ctrl-q doesn't work for me though.

As for why I sometimes use it it is because I can then do a restore session after restarting Firefox and get back everything.

(On Windows I have to find the now hidden menu and select Quit Firefox or something like that.)