FYI, a fix for dolphin to not ask for confirmation on logout is part of the running KDE Applications 15.12.2 update for Leap 42.1 which should be released some time next week (I think). As already explained, this will not fix the problem that dolphin (or other KF5 applications) are not reliably stored as running at logout by session management though (which is totally unrelated). Patches to fix that have been added to KDE:Frameworks5 recently though, and will be released as update for Leap 42.1 as well together with Frameworks 5.19.0. But this will take a bit longer. See Bug#955280 for that.