prevent the browser tab from closing in javascript

I want to prevent the tab from closing using the onbeforeunload event by doing this:

window.onbeforeunload = function () {
    return confirm("Are you sure you want to go out?")
}

But it works only when reloading the page in the tab, or when trying to follow a link, but not when closing the tab.

Can anyone help me figure this out? Thanks!