Yes, it does happen. What OS? What version of Firefox? Anything under history? see screenshot

If nothing is there. What files do you see in the sessionstore-backups folder in your profile? see screenshot Post a screenshot showing the files in your folder.

You will normally find these files in the sessionstore-backups folder:

   previous.jsonlz4 (cleanBackup: copy of sessionstore.jsonlz4 from previous session that was loaded successfully)
   recovery.jsonlz4 (latest version of sessionstore.jsonlz4 written during runtime)
   recovery.baklz4 (previous version of sessionstore.jsonlz4 written during runtime)
   upgrade.jsonlz4-<build_id> (backup created during an upgrade of Firefox) 

You can copy a file that has a date before the issue with Firefox closed from the sessionstore-backups folder to the main profile folder and rename the file to sessionstore.jsonlz4 to replace the current file.

   make sure to backup the current sessionstore.jsonlz4