Roger,
Thanks for the reply. Yes, I suppose I could use the pins in a better way but even if I changed to just pin tabs I was interested in (because again I pin them all by default) it still wouldn't prevent me from hitting ctrl-F4 too quickly without thinking. There's also the issue of hitting "Close all pinned" instead of "Close all unpinned" by accident (they're right next to each other).
Adding a confirmation would certainly help in all these cases but I think that would get annoying after a while.
This really all just boils down to a case of me being lazy and careless

I'd like to be able to cleanup tabs without having to think which ones are safe to close or not. Being able to lock a tab to prevent it from being closed until it is unlocked would just make my life easier.
I can live without it - I just thought it would be nice to have.