You can't close the current window in firefox because you didn't open it. It doesn't matter that you loaded AutoClose.html into it.
But this whole business with windows is pointless. Most people have their browser set to open new windows in a new tab, and you can't prevent the menubar etc in a tab window.
I, personally, would be very irritated if you closed my window just because I used your application.
It could be the only window the user has open - in which case you just closed their browser. It could be they want to press back, and closing the tab will annoy them.
This error from firefox is correct, and if it works in Chrome that's a serious bug and you should report it.