Odd. I could have sworn that Firefox used to just do the "switch to the last active tab" thing, but I just tried it and it doesn't do it anymore. In any case, I'd say this depends a lot on the browser since each one does a completely different thing where it comes to switching tabs. (Like how Ctrl-tab works on Chrome and new Firefox vs Geany and old Firefox, for instance.) Plus browsers are sort of crazy, so I don't think mimicking their behavior is necessarily a good idea.
Anyway, I would say that usability takes precedence over "feels like what some other program does", and I believe that my proposal improves usability since when you close a tab you're more likely to want to go to the tab on the left (or to the last open tab).