Unfortunately, this is kind of an issue with how Facebook designed the website. Rather than making the download button trigger the save option in Firefox, it's just a link to the image. You get identical behaviour in the other browsers as well.

A good workaround is to right-click on the download link instead and select "Save link as..." because this will save the image instead of opening it in Firefox.

Another decent option is to middle click the link (with the scroll wheel or middle mouse button), since that will open the image in a new tab.

Hope this helps.

Your suggestion works great. The "right-click on the download link" works just like actually clicking on the download link. Sometimes when 'engineers' fix things they just don't work right afterwords.