If I quit iTerm2 I always get the "Quit iTerm2? All sessions will be closed." message - independent of the settings in preferences. I don´t tick the three options under "General/Closing" - all regarding the closing mechanism. Normally the message doesn't have to appear, does it?
It´s annoying that I cannot reboot my system without explicitly quitting iTerm2. If I don´t close is by myself the system will hang/block the shutdown.