See if this helps; https://www.bing.com/search?q=firefox+default+browser+windows+10&qs=AS&pq=firefox+default+browser+windows&sk=AS1&sc=8-31&cvid=CA135FE2EF8E4B9EBC836495BBC26CFD&FORM=QBRE&sp=2

Tried that but Firefox already showed as default browser

Open Windows Internet Explorer. Have it declared as the default browser, But turn off the option to check this when the browser opens (If you want).

Now do the same thing using Firefox.

https://support.mozilla.org/en-US/kb/how-make-web-links-open-firefox-default

https://support.mozilla.org/en-US/kb/setting-firefox-default-browser-does-not-work

Links in the email message bodies, or the special function of showing the message in a browser?

The special function of showing a message in a browser creates an intermediary file in the MHTML format which Firefox does not handle, so that particular feature can't work with Firefox. (There is a legacy extension to handle it if you want to go there.)

MS programs like Outlook may be configured to open links automatically in IE and not in the default browser. You can check the Windows Registry (HKEY_CLASSES_ROOT) to see if this specific protocol or file type is pointing to Firefox.