I have firefox installed on Linux. There is no /etc/firefox/policies/ dir, nor indeed even an /etc/firefox/ dir. Therefore, no need for sudo.
In Linux (and in any sane system) there is no need for elevated privileges just to alter your browser settings.
There doesn't seem to be any way to set per-user group policies, so unless you're installing firefox in a user-controlled directory, it will require elevated privileges.
[1]: https://support.mozilla.org/en-US/kb/customizing-firefox-usi...