Chrome and all its clones have lost the ability to warn before doing that action,
even Microsoft Edge.
It was previously possible to block with the extension
"Google Chrome Toolbox Extension" which has been forcefully discontinued by Google.
It used to be possible by pinning a website that demanded permission before close,
but even this didn't work when I tested just now.
So I'm afraid that the answer is negative: There is no way to block that action,
not even by an extension.
The Chrome developers have blocked all the known methods, intentionally or not.
(I admit that there might exist new methods that I'm unaware of.)
If that option is very important to you, the only solution is moving to another
browser. For example, Firefox has an option for "Warn you when closing multiple tabs",
and is compatible with Chrome extensions, so you won't lose your favorite ones