Traditionally applications have asked the user if they're sure they want to quit. That's a no-no these days, but it's still a reasonable choice in situations where the cost of quitting might be high (there's unsaved content, or the app takes a long time to start, or it's impossible to persist the current state of the application).
For some time, the Chrome team refused to implement a 'Sure you want to quit?' popup due to a general anti-popups consensus. They also refused to implement a checkbox to enable that behavior due to a general anti-configuration consensus. They've since relented on the latter.
Mozilla Firefox used to have a setting under options/preferences to disable loading images and loading javascript. People complained and said this should be removed as not enough people use it and that people who use it can create/use an add-on to do the same.
It is not easy to find a right balance between providing adequate functionality while avoiding information overload. The web is still evolving. We are learning and we will do better (overall) as time goes by. :)