Contrary to one of Firefox's settings "Delete cookies on close", cookies are not deleted. Anyone can understand why Firefox would implement such flaw intentionally, it's because of Firefox's bottom line : they are sponsored by ad-running businesses such as Google, and for this reason Firefox can't, by default, be too destructive about a mechanism for building user profiles such as cookies.
Fortunately, for end users, it is possible to make sure cookies are indeed deleted on close.
Here is how it works :
- in the address bar of Firefox, type about:config and hit enter
- if you are getting a warning, confirm you are willing to do so
- search for setting browser.sessionstore.privacy_level
- by default this setting exists, but it has a value of 0.
- double-click on it, and change the value to 2.
- close the about:config window.