@Ayespy macOS builds are different from Windows/Linux. Vivaldi used to have a "Show Close Window Confirmation Dialog" but the setting never worked, so the devs removed it and (very recently) replaced it with Chromium's solution: Hold ⌘Q to Quit (or whatever Quit keyboard shortcut you have defined). Unfortunately, they neglected to add an "off switch" to Vivaldi's Preferences, so I filed VB-52231.
In chrome://settings there is a setting called:
Show warning before quitting with ⌘Q [enable/disable]
You can use this to disable the Quit Confirmation dialog in the current 1525.4 Snapshot. Future macOS builds will have the following setting:
[✓] Show Quit Confirmation Dialog