I solved the problem. I found out that it is necessary to find 'TCPSend($_FF_GLOBAL_SOCKET, "close()" & @CRLF)' at line 2057 in FF.au3 and replace the "close()" to "goQuitApplication()", that Firefox is really closed. I hope that it will be useful to someone.
_FFQuit () closes only one window, but not all Firefox.
Is it possible to close Firefox with multiple windows, so they opened up when restoring the session next time?