Chrome doesn't ask, true, but it does save all tabs whenever you close the browser. Unless you're not using the default startpage (with the most frequently visited websites), you can easily reopen all closed tabs via the "Recently closed" link at the bottom right.
As robzilla said you can easily reopen all closed tabs via the "Recently closed" link at the bottom right. you can apply this method on mozila as well to get back your closed page untill yo close the program.
Here is just a quick explanation for how to do this using bookmarks. pauljharding I am not sure what you mean by "it's one step more" since you're basically doing the same thing if there was a button to "save session" unless you are talking about the extra step of naming your new bookmark folder. Anyway this will definitely help a lot of people who just want a solution for now until there is a "save session" option added:
Step 1: have all the tabs open which you want to save. Step 2: right click one of the tabs, choose "bookmark all tabs". Step 3: choose a name for the new folder for this session, click OK.
To reopen this folder just go to this bookmark folder you just created, right-click it then either choose: "Open all bookmarks" "Open all bookmarks in new window" "Open all bookmarks in incognito mode"