Chrome fires up a separate thread for each tab. So any information about that tab is lost once the tab, (and thus sandbox) closes. No information specific to the tabs is stored in the window unless explicitly done (like bookmarking). Thus, the session history is stored inside that sandbox, so it's gone once it's closed.

Firefox is maintaining a window with tabs within it. So it can still keep your session info for each tab stored at the window level and restore it even after a tab is close.