Using CMD+OPT+Q to quit and keep windows shows the alert dialog with the number of windows that would be closed.
Steps to reproduce:
Press CMD+OPT+Q when any number of windows are open.
Orion should either quietly quit, or display a different text in the dialog that would not make the user think that the window keeping feature may not work.
Orion and macOS:
Orion Version 0.99.109-beta (WebKit 613.1.12), Mac OS 12.0.1