To recreate the problem, I open xfce4-terminal and create a few tabs. If I say, go back to the first one and close it with ctrl-shift-w, that tab closes and the second one comes up (good so far). But if I press ctrl-shift-w a second time, then instead of the current tab closing, the last tab in the series closes. Pressing ctrl-shift-w a third time (or more) does nothing. This does not happen if I switch between tabs with ctrl-shift-pgup/pgdn between closing tabs.