Breakout Room

Based on my almost 2 years of using Zoom, I am certain that Zoom doesn't have that function yet. Just in case you accidentally click Close All Rooms, there will be a confirmation prompt that will serve as a confirmation if you would really want to close the breakout rooms:

If you often use breakout rooms with the same Breakout Rooms and Meeting Participants or even Just the same Breakout Rooms themselves, consider using the Pre-Assigning Breakout Room option. 

As a meeting host, you can pre-arrange your meeting participants into breakout rooms when scheduling the meeting. This can be useful if you already know how you want to group your participants.

Here is an article that I found related to pre-assigning participants to breakout rooms: https://support.zoom.us/hc/en-us/articles/360032752671-Pre-assigning-participants-to-breakout-rooms

And by the way, you can submit feedback or suggestion through this link: zoom.us/feed

You'll be surprised to know how many new features of Zoom come from that.

I hope this helps.

Cheers!