By default, Firefox doesn't have the permissions necessary sometimes. I had that issue. Not hard to work around, but quite annoying to have to look up.

Personally, I've switched to a plain old .tar.gz extracted in a folder to fix Canonical's snap obsession because Snap'd Firefox doesn't play nice with some debuggers I was using. Same with Chromium; quite a pain.

Clicking "Save Image As..." did nothing, no file dialog appeared.

Had similar problems before, so I guessed it was some snap bullshit. This page seemed to confirm it https://support.mozilla.org/en-US/questions/1290489

Followed the instructions here https://www.omgubuntu.co.uk/2022/04/how-to-install-firefox-d... , and then it worked as normal.