This extension keeps a single pinned page to prevent closing Chrome when the last tab of the last window is closed (or every window, it's configurable). To keep the tab bar clean (unlike other extensions), the pinned page is inserted only when absolutely necessary. It also handles well cases when tabs are moved between windows.
"Don't Close Window With Last Tab" provides no user interface or interaction for users. It only lets users configure additional configuration in "Options".
This extension is open source, to be found at: https://github.com/moneytoo/DontCloseWindowWithLastTab