That's a Linux (and similar) issue. When Linux updates via it's package managers it will update Firefox in the background even though it's open. Firefox then forces you to close it rather than open other tabs to prevent problems.
But you don't have to install Firefox via the package managers or flathub. You can build it yourself or install a binary manually and I believe it well self update as it does on other platforms. I haven't done it for a while though.
Otherwise manually control Linux updates so it doesn't mess with Firefox when you're in the middle of something important.
Edit: the exception on Windows would be if some other software is handling firefox's updates or there is a group policy / system management of Firefox. I've never had this issue on windows on my own PCs
Edit: btw I have had worse happen on windows with chrome on a work pc. An update was forced on my and chrome close itself without warning and reopened with the update. Pissed me off no end.
bananaghost