Tip how to turn this 'bug' into a 'feature':
A non-terminal way to change the behaviour of Safari (and Preview) is to swap the keyboard shortcut for option-command-Q and regular command-Q. It requires a bit of poking in the systems preferences but should also be do-able for the average iGranny.
Go to System Preferences, Keyboard, and then Keyboard Shortcuts.
Under Application Shortcuts, click "+" and add for Safari a new combination for Quit Safari (Choose under Menu title "Quit Safari", exactly like in the menu from Safari, and press 'option-command-Q" under Keyboard Shortcut). Do the same for "Quit and Close All Windows" but chosing command Q as keyboard shortcut.
Now the pre-Lion default behaviour is back, but allows you to use option-command-Q to keep your windows, if you so require. In contrast to the terminal-comand, this also shows you in the menu exactly which behaviour to expect with which keyboard shortcut. Which is as it should be for a feature.