It's complicated... let me do a few separate replies.

"When I open a link in a new tab, switch to it immediately"

This checkbox refers to actions you take yourself, such as using Ctrl+click on a link in a page, or right-click > Open Link in New Tab. There are a couple other reasons a new tab might open that need to be tackled with hidden settings. Here's how:

(1) In a new tab, type or paste about:config in the address bar and press Enter/Return. Click the button promising to be careful.

(2) In the search box above the list, type or paste tabs and pause while the list is filtered

(3) You can double-click any of the following preferences to switch them between true and false (I discuss them in reverse of alphabetical order):

• browser.tabs.loadInBackground => when you open a regular link in a new tab using Ctrl+click (or right-click > Open in a New Tab), by regular I mean a link that would normally open in the same tab, not a new window/tab
  • default = true, do not make the new tab active
  • In the Options page, this is controlled by the "When I open a link in a new tab, switch to it immediately" setting.

• browser.tabs.loadDivertedInBackground => when you divert a script-generated new window to a new tab using Ctrl+click, or when a page uses the target attribute to launch a link in a new window and you divert it to a new tab
  • default = false, make the new tab active

• browser.tabs.loadBookmarksInBackground => when you load a bookmark in a new tab using Ctrl+click (or right-click > Open in a New Tab)
  • default = false, make the new tab active

Hopefully between the three of those you can tame all the tabs you want to stay in the background.

"Warn me when closing multiple tabs"

You unchecked the box, so Firefox should no longer warn about closing a window that contains multiple tabs when you click the "red X" button. You may still get a warning if you right-click a tab and choose Close Other Tabs.

Does Firefox always ignore this setting for you, or do you notice any pattern to it? For example, Firefox may behave differently if a window has a hidden tab group. You can check for multiple tab groups by pressing Ctrl+Shift+e (press Esc to return to the last tab you were viewing, or click a different tab).

"Don’t load tabs until selected"

This setting relates to when you restore a previous session: to avoid bogging down Firefox for an extended period, only the active tab in each restored window is loaded. The others load "on demand" when you click them. Unfortunately, there is no setting to delay loading the content of tabs you open in an active session.

Note that you can hold the Shift key to reverse the action to open a link in the background or set focus to the tab as set via the above mentioned prefs.

Note that there is a separate pref for restoring pinned tab that isn't exposed to the user interface (Options/Preferences > General > Tabs)

browser.sessionstore.restore_on_demand
browser.sessionstore.restore_pinned_tabs_on_demand