Close [X] kills Chrome/Firefox/Safari Tabs

I am new to OSX - but I have a behaviour that is not normal I suppose: When I quit browsers (doesn't matter if Chrome/Firefox/Safari) via the red [X] = hide -> all tabs are lost although I turned windows saving on in browser options. If I use Cmd+Q this does not happen. I already tried the OSX option "Close windows when closing" - but this had no effect...

Yes, this is how it's supposed to work. Closing the window will literally close the window, but quitting the application closes the application, saving the state of the application (if it supports it) including the windows. The red × does not quit the browser—it just closes the window. The browser itself is still open.