99 times out of 100 (or perhaps better) when I have tabs open and press control+w, the tab closes. However, very very rarely, but occasionally nonetheless, I will be prompted with a "Are you sure you want to close the window" warning. The problem is, out of habit, I sometimes accidentally hit enter the second I see a dialogue, and then I lose all the info in my tabs.
Tabs are a feature of Safari, the browser, not WebKit, then engine (see <http://webkit.org/blog/101/back-to-basics/>). Safari bugs and feature requests should be filed at <https://bugreport.apple.com/>.