I'm a heavy user of keyboard shortcuts, especially while browsing the web. The shortcut to close an open tab in Chrome is CMD + W. That's fine until you think about the fact that there's a global shortcut in OSX to closes any focused app: CMD+Q. Unfortunately the W key and the Q key happen to be pretty close to one another, which sometimes results in an accidental browser quit.
That's why Chrome on OSX offers to warn when CMD+Q is pressed, instead of closing. If you actually intended to close the browser, you can either hold CMD+Q or hit the shortcut again. Chrome will then close.