You can also directly sideload .xpi by tapping the Nightly logo in the About page a few times. I'm not sure when they added this back.
Edit: Nightly gained the ability to sideload add-ons 2 weeks ago from the pull request at https://github.com/mozilla-mobile/firefox-android/pull/4568. Also, a Mozilla employee has confirmed that sideloading is going to make it to the release channel of Firefox for Android!* Firefox is having an incredible month. It took time, but I'm extremely glad Mozilla is taking user feedback seriously.
* "We do want this feature in Release." https://github.com/mozilla-mobile/firefox-android/pull/4568#...