Rated 5 out of 5 stars
I didn't even notice this feature was missing until today as I've always had an addon that fixed it, but it flatout disappeared from my extensions for some reason.
The problem is in the Firefox application settings. Open that up and you'll see some files have "always ask" while others have "save file". Just click the dropdown button where it says "save file" and change it to "always ask". Took me forever to figure that out.