That is a change in recent Firefox versions where a full close stack is saved and if you use "Ctrl+Shift+T" then you restore tabs and windows in the order they were closed.

• /questions/1428866 recently closed tab show the tabs of all opened windows at once instead only one.

Is there a setting to change it back?

FYI... https://support.mozilla.org/en-US/kb/keyboard-shortcuts-perform-firefox-tasks-quickly

Did you look at the pref(s) mentioned here:

• /questions/1428866 recently closed tab show the tabs of all opened windows at once instead only one.

• about:config => browser.sessionstore.closedTabsFromAllWindows => false
• https://support.mozilla.org/en-US/kb/about-config-editor-firefox