Ah there might be a setting you can use depending on your version of Windows it may require the use of Control Panel or in Win 10 the “Default Apps” in “Settings”.
In Win 10 you need to make sure you have set your default browser to Firefox as every time you do the major updates eg Anniversary update, it tends to default again to Edge but I don’t think this is your issue.
Firefox does not natively open .mht or mhtl extensions which I think is what your problem is. To fix this issue you firstly need to get an extension for Firefox called unMHT and install it.
Then you go to “Default Apps” and scroll to the bottom where you will see “Choose default applications by file type” then in this section scroll down until you see .mhtml and .mht which you need to click on each and change to Firefox.
If using an earlier version of windows or you prefer using control panel you need to go to control panel and open “Default Programs” and chose the “Associate a file type or protocol with a program” scroll down to .mht and .mhtl and highlight each one and click “Change program…” and choose Firefox. You may need to click “More apps” in Win 10 to see Firefox as a choice and I think it is “Show more programs” in earlier versions of Windows.
I think this will resolve your issue and hope my instructions help.