If you have applications that you want to keep always running, you can exclude them from the Quit menu and they will remain open when you choose Quit Others and Quit All.
Open Application Wizard.
Choose Window > Menus and click Quit Menu in the sidebar.
Click the Add (+) button at the bottom of the excluded applications list, browse and select the application, and click Add. Alternatively, you can exclude applications by dragging them from the Finder or from the Applications panel to the list.
If the application you want to exclude is contained in a file package, Control-click the package and choose Show Package Contents from the shortcut menu. Display the application you want to exclude and drag it from the Finder to the excluded applications list.